stats.diagnostic.CompareJ

statsmodels.stats.diagnostic.CompareJ

class statsmodels.stats.diagnostic.CompareJ [source]

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

__call__(results_x, results_z)
run(results_x, results_z[, attach]) run J-test for non-nested models

Methods

run(results_x, results_z[, attach]) run J-test for non-nested models

© 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.CompareJ.html

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