statsmodels.stats.diagnostic.compare_j

statsmodels.stats.diagnostic.compare_j = <statsmodels.sandbox.stats.diagnostic.CompareJ object>

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