statsmodels.stats.diagnostic.compare_cox

statsmodels.stats.diagnostic.compare_cox = <statsmodels.sandbox.stats.diagnostic.CompareCox object>

Cox Test for non-nested models

Parameters
  • results_x (Result instance) – result instance of first model

  • results_z (Result instance) – result instance of second model

  • attach (bool) –

Formulas from Greene, section 8.3.4 translated to code

produces correct results for Example 8.3, Greene