CompareJ.run()
statsmodels.stats.diagnostic.CompareJ.run
-
CompareJ.run(results_x, results_z, attach=True)
[source] -
run J-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
If true, then the intermediate results are attached to the instance.
Returns: tstat : float
t statistic for the test that including the fitted values of the first model in the second model has no effect.
pvalue : float
two-sided pvalue for the t statistic
Notes
Tests of non-nested hypothesis might not provide unambiguous answers. The test should be performed in both directions and it is possible that both or neither test rejects. see ??? for more information.
References
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© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.stats.diagnostic.CompareJ.run.html