class statsmodels.stats.diagnostic.CompareJ
[source]
J-Test for comparing non-nested models
Parameters: |
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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
run (results_x, results_z[, attach]) | run J-test for non-nested models |
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.stats.diagnostic.CompareJ.html