statsmodels.stats.diagnostic.CompareCox

class statsmodels.stats.diagnostic.CompareCox

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

Methods

run(results_x, results_z[, attach])

run Cox test for non-nested models