stats.diagnostic.CompareJ
statsmodels.stats.diagnostic.CompareJ
-
class statsmodels.stats.diagnostic.CompareJ
[source] -
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
__call__
(results_x, results_z)run
(results_x, results_z[, attach])run J-test for non-nested models Methods
run
(results_x, results_z[, attach])run J-test for non-nested models
© 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.html