statsmodels.stats.diagnostic.CompareJ

class statsmodels.stats.diagnostic.CompareJ[source]

J-Test for comparing non-nested models

Parameters
results_xResult instance

result instance of first model

results_zResult instance

result instance of second model

attachbool
From description in Greene, section 8.3.3
produces correct results for Example 8.3, Greene - not checked yet
#currently an exception, but I do not have clean reload in python session
check what results should be attached

Methods

run(results_x, results_z[, attach])

run J-test for non-nested models