statsmodels.stats.diagnostic.linear_harvey_collier(res)
[source]
Harvey Collier test for linearity
The Null hypothesis is that the regression is correctly modeled as linear.
Parameters: | res (Result instance) – |
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Returns: |
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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.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.stats.diagnostic.linear_harvey_collier.html