statsmodels.stats.diagnostic.compare_cox¶
-
statsmodels.stats.diagnostic.
compare_cox
(results_x, results_z, store=False)[source]¶ Compute the Cox test for non-nested models
- Parameters
- Returns
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 [1] for more information.
Formulas from [1], section 8.3.4 translated to code
Matches results for Example 8.3 in Greene
References