Statsmodels
Statsmodels
  • 请登录查看
字典 我要纠错

GLMResults.f_test()

statsmodels.genmod.generalized_linear_model.GLMResults.f_test

GLMResults.f_test(r_matrix, cov_p=None, scale=1.0, invcov=None)

Compute the F-test for a joint linear hypothesis.

This is a special case of wald_test that always uses the F distribution.

Parameters:

r_matrix : array-like, str, or tuple

  • array : An r x k array where r is the number of restrictions to test and k is the number of regressors. It is assumed that the linear combination is equal to zero.
  • str : The full hypotheses to test can be given as a s