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

Methods

Properties

critical_values

Always returns None

null

Null hypothesis

pval

Always returns np.nan

stat

Test statistic