linearmodels.shared.hypotheses.WaldTestStatistic¶

class linearmodels.shared.hypotheses.WaldTestStatistic(stat: float, null: str, df: int, df_denom: int | None = None, name: str | None = None)[source]¶

Test statistic holder for Wald-type tests.

Parameters:¶

stat: float¶

The test statistic.

null: str¶

A statement of the test’s null hypothesis.

df: int¶

Degree of freedom, which is the numerator degree of freedom if df_denom is given.

df_denom: int | None = None¶

Denominator degree of freedom. If provided, the p-value and the critical values use an F(df, df_denom) distribution. Otherwise they use a chi-squared distribution with df degrees of freedom.

name: str | None = None¶

Name of test.

See also

linearmodels.shared.hypotheses.InvalidTestStatistic

Returned if a requested test is not valid for a model.

linearmodels.shared.hypotheses.InapplicableTestStatistic

Returned if a requested test is not applicable for a specification.

Methods

Properties

critical_values	Critical values for common test sizes.
null	Null hypothesis of the test.
pval	P-value of the test statistic.
stat	Test statistic.