RegressionResults.compare_lm_test(restricted, demean=True, use_lr=False)
[source]
Use Lagrange Multiplier test to test whether restricted model is correct
Parameters: |
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Returns: |
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TODO: explain LM text
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© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.regression.linear_model.RegressionResults.compare_lm_test.html