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