statsmodels.stats.diagnostic.CompareCox

class statsmodels.stats.diagnostic.CompareCox[source]

Cox Test for non-nested models

Parameters
results_xResult instance

result instance of first model

results_zResult 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

Methods

run(results_x, results_z[, attach])

run Cox test for non-nested models