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.
df_denom: int | None = None¶: Numerator degree of freedom. If provided, uses an F(df, df_denom) distribution.
name: str | None = None¶: Name of test

See also

linearmodels.shared.InvalidTestStatistic

Methods

Properties

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