statsmodels.stats.multivariate_tools.CCRankTestResult#

class statsmodels.stats.multivariate_tools.CCRankTestResult(statistic, pvalue, df, ccorr, wald_statistic, wald_pvalue)[source]#

Result of cc_ranktest.

Only returned if return_object=True is used, otherwise cc_ranktest returns the equivalent plain tuple (statistic, pvalue, df, ccorr, wald_statistic, wald_pvalue).

Parameters:

statisticfloat or ndarray: Value of the LM (Anderson canonical correlations) test statistic.
pvaluefloat or ndarray: P-value for the LM test statistic, based on the chi-square distribution.
dfint or ndarray: Degrees of freedom for the chi-square distribution in the hypothesis test.
ccorrndarray, 1-D: All canonical correlation coefficients sorted from largest to smallest.
wald_statisticfloat or ndarray: Value of the Wald (Cragg-Donald) test statistic.
wald_pvaluefloat or ndarray: P-value for the Wald test statistic, based on the chi-square distribution.

Attributes:

ccorr
df
pvalue
statistic
wald_pvalue
wald_statistic

Methods

Properties

`statistic`
`pvalue`
`df`
`ccorr`
`wald_statistic`
`wald_pvalue`