run(results_x, results_z, attach=True)¶
run J-test for non-nested models
results_x : Result instance
result instance of first model
results_z : Result instance
result instance of second model
attach : bool
If true, then the intermediate results are attached to the instance.
tstat : float
t statistic for the test that including the fitted values of the first model in the second model has no effect.
pvalue : float
two-sided pvalue for the t statistic
Tests of non-nested hypothesis might not provide unambiguous answers. The test should be performed in both directions and it is possible that both or neither test rejects. see ??? for more information.