stats.diagnostic.compare_j

statsmodels.stats.diagnostic.compare_j

statsmodels.stats.diagnostic.compare_j = <statsmodels.sandbox.stats.diagnostic.CompareJ object>

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

© 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.compare_j.html

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