7.10.1.17. statsmodels.stats.diagnostic.CompareCox

class statsmodels.stats.diagnostic.CompareCox[source]

Cox Test for non-nested models

Parameters:

results_x : Result instance

result instance of first model

results_z : Result instance

result instance of second model

attach : bool

Formulas from Greene, section 8.3.4 translated to code

produces correct results for Example 8.3, Greene

__init__()

x.__init__(...) initializes x; see help(type(x)) for signature

Methods

run(results_x, results_z[, attach]) run Cox test for non-nested models