Pairwise vuong test

Calculate pairwise comparisons between fitted models performing vuong test for objects of class unitquantreg.

Usage

pairwise.vuong.test(
  ...,
  lt,
  p.adjust.method = p.adjust.methods,
  alternative = c("two.sided", "less", "greater")
)

Arguments

...

unitquantreg objects separated by commas.

lt

a list with one or more unitquantreg objects.

p.adjust.method

a character string specifying the method for multiple testing adjustment; almost always one of p.adjust.methods. Can be abbreviated.

alternative

indicates the alternative hypothesis and must be one of "two.sided" (default), "less", or "greater". Can be abbreviated.

Value

Object of class "pairwise.htest"

See also

vuong.test, p.adjust

Examples

data(sim_bounded, package = "unitquantreg")
sim_bounded_curr <- sim_bounded[sim_bounded$family == "uweibull", ]

models <- c("uweibull", "kum", "ulogistic")
lt_fits <- lapply(models, function(fam) {
  unitquantreg(formula = y1 ~ x, tau = 0.5, data = sim_bounded_curr,
               family = fam)
})

ans <- pairwise.vuong.test(lt = lt_fits)
ans
#> 
#> 	Pairwise comparisons using Vuong likelihood ratio test for non-nested models 
#> 
#> data:  unitquantreg(formula = y1 ~ x, data = sim_bounded_curr, tau = 0.5, 
#>     family = fam) 
#> 
#>               unit-Weibull Kumaraswamy
#> Kumaraswamy   0.00022      -          
#> unit-Logistic 0.01955      0.01955    
#> 
#> P value adjustment method: holm