statsmodels.stats.diagnostic.linear_rainbow

statsmodels.stats.diagnostic.linear_rainbow(res, frac=0.5)

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:res (Result instance) – Returns:

• fstat (float) – test statistic based of F test
• pvalue (float) – pvalue of the test