stats.diagnostic.linear_rainbow()
statsmodels.stats.diagnostic.linear_rainbow
-
statsmodels.stats.diagnostic.linear_rainbow(res, frac=0.5)
[source] -
Rainbow test for linearity
The Null hypothesis is that the regression is correctly modelled as linear. The alternative for which the power might be large are convex, check
Parameters: res : Result instance
Returns: fstat : float
test statistic based of F test
pvalue : float
pvalue of the test
© 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_rainbow.html