stats.diagnostic.linear_rainbow()

statsmodels.stats.diagnostic.linear_rainbow

statsmodels.stats.diagnostic.linear_rainbow(res, frac=0.5)

Rainbow test for linearity

The Null hypothesis is that the regression is correctly modelled as linear. The alternative for which the power might be large are convex, check

Parameters:

res : Result instance

Returns:

fstat : float

test statistic based of F test

pvalue : float

pvalue of the test

doc_statsmodels
2017-01-18 16:19:23
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