linearmodels.shared.hypotheses.InvalidTestStatistic¶

class linearmodels.shared.hypotheses.InvalidTestStatistic(reason: str, *, name: str | None = None)[source]¶

Class returned if a requested test is not valid for a model.

Parameters:¶

reason: str¶

Explanation why test is invalid.

name: str | None = None¶

Name of test.

See also

linearmodels.shared.hypotheses.WaldTestStatistic

Test statistic holder for Wald-type tests.

Methods

Properties

critical_values	Critical values, which are always None.
null	Null hypothesis of the test.
pval	P-value, which is always NaN.
stat	Test statistic.