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statsmodels.stats.diagnostic.compare_cox

statsmodels.stats.diagnostic.compare_cox = <statsmodels.sandbox.stats.diagnostic.CompareCox object at 0x65467d0>

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 :

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