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
resResult instance
Returns
fstatfloat

test statistic based of F test

pvaluefloat

pvalue of the test