linearmodels.shared.hypotheses.WaldTestStatistic¶

class WaldTestStatistic(stat, null, df, df_denom=None, name=None)[source]¶

Test statistic holder for Wald-type tests

Parameters

statfloat: The test statistic
nullstr: A statement of the test’s null hypothesis
dfint: Degree of freedom.
df_denomint: Numerator degree of freedom. If provided, uses an F(df, df_denom) distribution.
namestr: Name of test

See also

Attributes

Methods

Properties

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