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statsmodels.stats.diagnostic.linear_harvey_collier

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) –
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.

© 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