High Quality Content by WIKIPEDIA articles! In statistics, the Vuong closeness test is likelihood-ratio-based test for model selection using the Kullback-Leibler information criterion. This statistic makes probabilistic statements about two models. It tests the null hypothesis, that two models (nested, non-nested or overlapping) are as close to the actual model against the alternative that one model is closer. It cannot make any decision whether the "closer" model is the true model. Lambda is a vector of eigenvalues of a matrix of conditional expectations. The computation is quite difficult, so that in the overlapping and nested case many authors only derive statements from a subjective evaluation of the Z statistic (is it subjectively "big enough" to accept my hypothesis?).

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