statsmodels.stats.diagnostic.linear_rainbow¶
-
statsmodels.stats.diagnostic.
linear_rainbow
(res, frac=0.5, order_by=None, use_distance=False, center=None)[source]¶ Rainbow test for linearity
The null hypothesis is the fit of the model using full sample is the same as using a central subset. The alternative is that the fits are difference. The rainbow test has power against many different forms of nonlinearity.
- Parameters
- res
RegressionResults
A results instance from a linear regression.
- frac
float
,default
0.5 The fraction of the data to include in the center model.
- order_by{
ndarray
,str
,List
[str
]},default
None
If an ndarray, the values in the array are used to sort the observations. If a string or a list of strings, these are interpreted as column name(s) which are then used to lexicographically sort the data.
- use_distancebool,
default
False
Flag indicating whether data should be ordered by the Mahalanobis distance to the center.
- center{
float
,int
},default
None
If a float, the value must be in [0, 1] and the center is center * nobs of the ordered data. If an integer, must be in [0, nobs) and is interpreted as the observation of the ordered data to use.
- res
- Returns
Notes
This test assumes residuals are homoskedastic and may reject a correct linear specification if the residuals are heteroskedastic.