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statsmodels.stats.diagnostic.CompareJ

class statsmodels.stats.diagnostic.CompareJ

J-Test for comparing non-nested models

Parameters:

results_x : Result instance

result instance of first model

results_z : Result instance

result instance of second model

attach : bool

From description in Greene, section 8.3.3 :

produces correct results for Example 8.3, Greene - not checked yet :

#currently an exception, but I don’t 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

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