statsmodels.stats.diagnostic.linear_harvey_collier¶
-
statsmodels.stats.diagnostic.
linear_harvey_collier
(res, order_by=None)[source]¶ Harvey Collier test for linearity
The Null hypothesis is that the regression is correctly modeled as linear.
- Parameters
- res
RegressionResults
A results instance from a linear regression.
- order_byarray_like,
default
None
Integer array specifying the order of the residuals. If not provided, the order of the residuals is not changed. If provided, must have the same number of observations as the endogenous variable.
- res
- Returns
Notes
This test is a t-test that the mean of the recursive ols residuals is zero. Calculating the recursive residuals might take some time for large samples.