QuantRegResults.compare_f_test(restricted)
use F test to test whether restricted model is correct
Parameters: 
restricted (Result instance) – The restricted model is assumed to be nested in the current model. The result instance of the restricted model is required to have two attributes, residual sum of squares, ssr , residual degrees of freedom, df_resid . 

Returns: 

See mailing list discussion October 17,
This test compares the residual sum of squares of the two models. This is not a valid test, if there is unspecified heteroscedasticity or correlation. This method will issue a warning if this is detected but still return the results under the assumption of homoscedasticity and no autocorrelation (sphericity).
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.regression.quantile_regression.QuantRegResults.compare_f_test.html