stepsel.stattests

The stepsel.statistical_tests module includes functions for performing statistical tests.

Submodules

• stepsel.stattests.likelihood_ratio_test

Functions

likelihood_ratio_test(llf_complex, llf_nested, ...)	Calculate likelihood ratio test for nested models.
likelihood_ratio_test_models(complex, nested)	Calculate likelihood ratio test for nested models.

Package Contents

stepsel.stattests.likelihood_ratio_test(llf_complex, llf_nested, df_complex, df_nested)

Calculate likelihood ratio test for nested models.

Parameters:

• llf_complex (float) – Log-likelihood of complex model.

• llf_nested (float) – Log-likelihood of nested model.

• df_complex (int) – Degrees of freedom of complex model.

• df_nested (int) – Degrees of freedom of nested model.

Returns:

lrfloat

Likelihood ratio test statistic.

pfloat

p-value of likelihood ratio test.

Return type:

tuple

stepsel.stattests.likelihood_ratio_test_models(complex: statsmodels.api.GLM, nested: statsmodels.api.GLM)

Calculate likelihood ratio test for nested models.

Parameters:

• complex (sm.GLM) – Complex model.

• nested (sm.GLM) – Nested model.

Returns:

lrfloat

Likelihood ratio test statistic.

pfloat

p-value of likelihood ratio test.

Return type:

tuple