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
- attachbool
- Formulas from Greene, section 8.3.4 translated to code
- produces correct results for Example 8.3, Greene
- results_x
Methods
run
(results_x, results_z[, attach])run Cox test for non-nested models