statsmodels.stats.diagnostic.CompareCox

class statsmodels.stats.diagnostic.CompareCox

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])

run Cox test for non-nested models