Why Vuong test was removed?

[Liang Wang Jack]

Hi all,

I am interested in why in Stata 15, Vuong test was removed from Zero-inflate model regressions.

Thanks,

Liang

[daniel klein]

From

help whatsnew

zip, zinb, and zioprobit no longer support option vuong, which specifies that the Vuong test for nonnested models be reported. This test was used to compare zero-inflated and noninflated models. However, recent work has shown that testing for zero inflation using the Vuong test is inapproporiate. If you wish to proceed with the test anyway, use the zero-inflated commands with undocumented option forcevuong.

The quoted link provides further information.

Best
Daniel

[Liang Wang Jack]

From

help whatsnew

The quoted link provides further information.

Best
Daniel

Thank you very much!

[Stan Davis]

I am trying to run the countfit command but after the varlist I get this message: "Vuong test is not appropriate for testing zero-inflation. Specify option forcevuong to perform the test anyway." I have tried a few different approaches but can't get the forcevuong command to work. Where should it be in the syntax?

[Richard Williams]

countfit is part of the user-written spost13 commands. Assuming you've got the most current version of spost13, the syntax seems pretty straightforward:

use couart4, clear
countfit art fem mar kid5 phd ment, inf(ment fem) nbreg zinb nograph forcevuong

If you've got an old version of spost13 it wouldn't surprise me if you are getting errors since the forcevuong option is pretty new. (Worse yet, you may be using the hopelessly antiquated spost9, which also had a countfit command.) To get the latest, type

findit spost13_ado