OLSResults.compare_lm_test()
statsmodels.regression.linear_model.OLSResults.compare_lm_test
-
OLSResults.compare_lm_test(restricted, demean=True, use_lr=False) -
Use Lagrange Multiplier test to test whether restricted model is correct
Parameters: restricted : Result instance
The restricted model is assumed to be nested in the current model. The result instance of the restricted model is required to have two attributes, residual sum of squares,
ssr, residual degrees of freedom,df_resid.demean : bool
Flag indicating whether the dem