statsmodels.stats.diagnostic.linear_harvey_collier

statsmodels.stats.diagnostic.linear_harvey_collier(res)

Harvey Collier test for linearity

The Null hypothesis is that the regression is correctly modeled as linear.

Parameters:res (Result instance) – Returns:

• tvalue (float) – test statistic, based on ttest_1sample
• pvalue (float) – pvalue of the test

Notes

TODO: add sort_by option

This test is a t-test that the mean of the recursive ols residuals is zero. Calculating the recursive residuals might take some time for large samples.