statsmodels.stats.diagnostic.linear_harvey_collier
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statsmodels.stats.diagnostic.linear_harvey_collier(res)
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Harvey Collier test for linearity
The Null hypothesis is that the regression is correctly modeled as linear.
Parameters: res : Result instance
Returns: tvalue : float
test statistic, based on ttest_1sample
pvalue : float
pvalue of the test
Notes
TODO: add sort_by option
This test is a t-test that the mean of the recursive ols residuals is zero. Calculating the recursive residuals might take some time for large samples.
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