statsmodels.stats.diagnostic.compare_j

statsmodels.stats.diagnostic.compare_j = <statsmodels.sandbox.stats.diagnostic.CompareJ object>

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