linearmodels.utility.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, optional

Numerator degree of freedom. If provided, uses an F(df, df_denom) distribution.

namestr, optional

Name of test

See also

InvalidTestStatistic

Methods

Properties

critical_values

Critical values test for common test sizes

null

Null hypothesis

pval

P-value of test statistic

stat

Test statistic