, results_z, attach=True)[source]

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.