statsmodels.stats.diagnostic.linear_rainbow¶
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statsmodels.stats.diagnostic.linear_rainbow(res, frac=0.5)[source]¶ Rainbow test for linearity
The Null hypothesis is that the regression is correctly modelled as linear. The alternative for which the power might be large are convex, check
- Parameters
- resResult instance
- Returns
- fstatfloat
test statistic based of F test
- pvaluefloat
pvalue of the test