7.10.1.19. statsmodels.stats.diagnostic.CompareJ¶

class statsmodels.stats.diagnostic.CompareJ[source]¶

J-Test for comparing non-nested models

Parameters:	results_x : Result instance result instance of first model results_z : Result instance result instance of second model attach : bool From description in Greene, section 8.3.3 produces correct results for Example 8.3, Greene - not checked yet #currently an exception, but I don’t have clean reload in python session check what results should be attached

__init__()¶

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

Methods

run(results_x, results_z[, attach])

run J-test for non-nested models