Likelihood function of lme4

   OK.  You should make sure to check that lme4 and frontier are
computing *commensurate* log-likelihoods (e.g. that the normalization
constants are consistently included in both packages); if possible (it
isn't always), it's good to try to fit *identical* models in both
package to make sure they give the same log-likelihoods. (You can't fit
an lmer model without a random effect, but you can re-evaluate its
likelihood with the RE variances set to zero.)

On 4/20/21 11:52 AM, Yashree Mehta wrote:

Yes, I am trying to run the Vuong test.

The other model with which I am comparing the lme4 model belongs to the
"frontier" class of models. I did use nonnest2 but got the

following error:

Error in UseMethod("llcont") :
   no applicable method for 'llcont' applied to an object of class
"frontier"

So I decided to calculate the Vuong statistic by constructing it using
observation-level loglikelihoods.

Thank you.

Regards,
Yashree