stats.diagnostic.CompareJ

statsmodels.stats.diagnostic.CompareJ

class statsmodels.stats.diagnostic.CompareJ

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