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scikits.statsmodels.sandbox.stats.diagnostic.CompareCox

class scikits.statsmodels.sandbox.stats.diagnostic.CompareCox[source]

Cox Test for non-nested models

Parameters :

results_x : Result instance

result instance of first model

results_z : Result instance

result instance of second model

attach : bool

Formulas from Greene, section 8.3.4 translated to code :

produces correct results for Example 8.3, Greene :

Methods

run(results_x, results_z[, attach]) see class docstring (for now)

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