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