The manga has only one proof that I can find right now(anime has various cameo's), Ataru is watching the Rythmic Martial Arts Battle, but.... Nerima is a real place, the manga matches it. Tomobiki is a part of RL Nerima, and also matches the real one. There is no contradiction between the world's "laws", no obvious things that don't match, in terms of fighting, abilities, ect..... UY eventually does a Cerebus Retcon, which further connects the two..
With most such things, you can easily find direct proof that the two shows can't occur in the same world, but UY/MI/Ranma all share a variety of characteristics...