stats.diagnostic.compare_j

statsmodels.stats.diagnostic.compare_j =

J-Test for comparing non-nested models

Parameters:

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 :

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 :

Links: