statsmodels.stats.diagnostic.CompareCox¶
-
class
statsmodels.stats.diagnostic.CompareCox[source]¶ Cox Test for non-nested models
- Parameters
- results_xResult instance
result instance of first model
- results_zResult instance
result instance of second model
- attachbool
- Formulas from Greene, section 8.3.4 translated to code
- produces correct results for Example 8.3, Greene
Methods
__call__(results_x, results_z)Call self as a function.
run(results_x, results_z[, attach])run Cox test for non-nested models