statsmodels.stats.diagnostic.CompareCox

class statsmodels.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]) run Cox 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.CompareCox.html