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
- res
- Returns
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.