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