statsmodels.multivariate.multivariate_ols.MultivariateTestResults

class statsmodels.multivariate.multivariate_ols.MultivariateTestResults(results, endog_names, exog_names)[source]

Multivariate test results class

Returned by mv_test method of _MultivariateOLSResults class

Parameters
resultsdict[str, dict]

Dictionary containing test results. See the description below for the expected format.

endog_namessequence[str]

A list or other sequence of endogenous variables names

exog_namessequence[str]

A list of other sequence of exogenous variables names

Attributes
resultsdict

Each hypothesis is contained in a single`key`. Each test must have the following keys:

  • ‘stat’ - contains the multivariate test results

  • ‘contrast_L’ - contains the contrast_L matrix

  • ‘transform_M’ - contains the transform_M matrix

  • ‘constant_C’ - contains the constant_C matrix

  • ‘H’ - contains an intermediate Hypothesis matrix, or the between groups sums of squares and cross-products matrix, corresponding to the numerator of the univariate F test.

  • ‘E’ - contains an intermediate Error matrix, corresponding to the denominator of the univariate F test. The Hypotheses and Error matrices can be used to calculate the same test statistics in ‘stat’, as well as to calculate the discriminant function (canonical correlates) from the eigenvectors of inv(E)H.

endog_nameslist[str]

The endogenous names

exog_nameslist[str]

The exogenous names

summary_frameDataFrame

Return results as a multiindex dataframe

Methods

summary([show_contrast_L, show_transform_M, ...])

Summary of test results

Properties

summary_frame

Return results as a multiindex dataframe