statsmodels.regression.quantile_regression.QuantRegResults.fvalue

QuantRegResults.fvalue

F-statistic of the fully specified model.

Calculated as the mean squared error of the model divided by the mean squared error of the residuals if the nonrobust covariance is used. Otherwise computed using a Wald-like quadratic form that tests whether all coefficients (excluding the constant) are zero.


Last update: Feb 28, 2024