GMMResults.wald_test()
statsmodels.sandbox.regression.gmm.GMMResults.wald_test
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GMMResults.wald_test(r_matrix, cov_p=None, scale=1.0, invcov=None, use_f=None) -
Compute a Wald-test for a joint linear hypothesis.
Parameters: r_matrix : array-like, str, or tuple
- array : An r x k array where r is the number of restrictions to test and k is the number of regressors. It is assumed that the linear combination is equal to zero.
- str : The full hypotheses to test can be given as a string. See the examples.
- tuple : A tuple of arrays in the form (R, q),
q