statsmodels.stats.diagnostic.CompareJ¶
-
class
statsmodels.stats.diagnostic.CompareJ[source]¶ J-Test for comparing non-nested models
- Parameters
- results_xResult instance
result instance of first model
- results_zResult instance
result instance of second model
- attachbool
- 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)Call self as a function.
run(results_x, results_z[, attach])run J-test for non-nested models