6.7.6.3.2.1.6. statsmodels.sandbox.regression.onewaygls.OneWayLS.lr_test

OneWayLS.lr_test()

generic likelihood ration test between nested models

egin{align} D & = -2(ln( ext{likelihood for null model}) - ln( ext{likelihood for alternative model})) & = -2lnleft(

rac{ ext{likelihood for null model}}{ ext{likelihood for alternative model}} ight). end{align}

is distributed as chisquare with df equal to difference in number of parameters or equivalently difference in residual degrees of freedom (sign?)

TODO: put into separate function