statsmodels.emplike.descriptive.DescStatMV.test_corr

DescStatMV.test_corr(corr0, return_weights=0)

Returns -2 x log-likelihood ratio and p-value for the correlation coefficient between 2 variables

Parameters:

corr0float

Hypothesized value to be tested

return_weightsbool

If true, returns the weights that maximize the log-likelihood at the hypothesized value