DescStatMV.mv_test_mean()

statsmodels.emplike.descriptive.DescStatMV.mv_test_mean

DescStatMV.mv_test_mean(mu_array, return_weights=False) [source]

Returns -2 x log likelihood and the p-value for a multivariate hypothesis test of the mean

Parameters:

mu_array : 1d array

Hypothesized values for the mean. Must have same number of elements as columns in endog

return_weights : bool

If True, returns the weights that maximize the likelihood of mu_array. Default is False.

Returns:

test_results : tuple

The log-likelihood ratio and p-value for mu_array

doc_statsmodels
2017-01-18 16:07:58
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