statsmodels.stats.diagnostic.CompareJ
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class statsmodels.stats.diagnostic.CompareJ
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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
run
(results_x, results_z[, attach])run J-test for non-nested models
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