Skip to main content

A Simple Distribution-Free Test for Nonnested Model Selection

  • Kevin A. Clarke (a1)

This paper considers a simple distribution-free test for nonnested model selection. The new test is shown to be asymptotically more efficient than the well-known Vuong test when the distribution of individual log-likelihood ratios is highly peaked. Monte Carlo results demonstrate that for many applied research situations, this distribution is indeed highly peaked. The simulation further demonstrates that the proposed test has greater power than the Vuong test under these conditions. The substantive application addresses the effect of domestic political institutions on foreign policy decision making. Do domestic institutions have effects because they hold political leaders accountable, or do they simply promote political norms that shape elite bargaining behavior? The results indicate that the latter model has greater explanatory power.

Recommend this journal

Email your librarian or administrator to recommend adding this journal to your organisation's collection.

Political Analysis
  • ISSN: 1047-1987
  • EISSN: 1476-4989
  • URL: /core/journals/political-analysis
Please enter your name
Please enter a valid email address
Who would you like to send this to? *
Type Description Title
Supplementary Materials

Clarke Supplementary Material
Supplementary Material

 Unknown (2 KB)
2 KB
Supplementary Materials

Clarke Supplementary Material
Supplementary Material

 PDF (115 KB)
115 KB


Full text views

Total number of HTML views: 0
Total number of PDF views: 15 *
Loading metrics...

Abstract views

Total abstract views: 134 *
Loading metrics...

* Views captured on Cambridge Core between 4th January 2017 - 19th November 2017. This data will be updated every 24 hours.