ehrapy.tools.test_nested_f_statistic#

ehrapy.tools.test_nested_f_statistic(small_model, big_model)[source]#

Given two fitted GLMs, the larger of which contains the parameter space of the smaller, return the P value corresponding to the larger model adding explanatory power.

See https://stackoverflow.com/questions/27328623/anova-test-for-glm-in-python/60769343#60769343

Parameters:

  • small_model (GLMResultsWrapper) – fitted generalized linear models.

  • big_model (GLMResultsWrapper) – fitted generalized linear models.

Returns:

p_value

Return type:

float