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statsmodels.stats.diagnostic.linear_harvey_collier

statsmodels.stats.diagnostic.linear_harvey_collier(res)

Harvey Collier test for linearity

The Null hypothesis is that the regression is correctly modeled as linear.

Parameters:

res : Result instance

Returns:

tvalue : float

test statistic, based on ttest_1sample

pvalue : float

pvalue of the test

Notes

TODO: add sort_by option

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.

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