RegressionResults.wald_test_terms()

statsmodels.regression.linear_model.RegressionResults.wald_test_terms

RegressionResults.wald_test_terms(skip_single=False, extra_constraints=None, combine_terms=None)

Compute a sequence of Wald tests for terms over multiple columns

This computes joined Wald tests for the hypothesis that all coefficients corresponding to a term are zero.

Terms are defined by the underlying formula or by string matching.

Parameters:

skip_single : boolean

If true, then terms that consist only of a single column and, therefo