statsmodels.regression.linear_model.OLSResults.compare_lr_test
OLSResults.compare_lr_test(restricted, large_sample=False)
Likelihood ratio test to test whether restricted model is correct Parameters:
restricted : Result instance The restricted model is assumed to be nested in the current model. The result instance of the restricted model is required to have two attributes, residual sum of squares, ssr, residual degrees of freedom, df_resid. large_sample : bool Flag indicating whether to