diff --git a/statsmodels/genmod/tests/results/results_glm.py b/statsmodels/genmod/tests/results/results_glm.py index 7a5410edfe6..0b2a44035a2 100644 --- a/statsmodels/genmod/tests/results/results_glm.py +++ b/statsmodels/genmod/tests/results/results_glm.py @@ -85,6 +85,9 @@ def __init__(self): # TODO: taken from Stata; not available in sm yet self.chi2 = 1981.711859508729 + self.prsquared = 0.90 + self.prsquared_cox_snell = 1.00 + # self.pearson_chi2 = 836424.1293162981 # from Stata (?) self.fittedvalues = np.array([ 60055.659970240202, 61216.013942398131, @@ -626,6 +629,8 @@ def __init__(self): self.llf_Stata = -2998.612927807218 self.scale = 1. self.pearson_chi2 = 4051.921614 + self.prsquared = 0.8346 + self.prsquared_cox_snell = 1.0000 self.resids = glm_test_resids.star98_resids self.fittedvalues = np.array([ 0.5833118, 0.75144661, 0.50058272, 0.68534524, 0.32251021, @@ -795,6 +800,8 @@ def __init__(self): # self.llf = -82.47352 # Very close to ours as is self.scale = 0.003584283 self.pearson_chi2 = .0860228056 + self.prsquared = 0.429 + self.prsquared_cox_snell = 0.97971 self.resids = glm_test_resids.scotvote_resids self.fittedvalues = np.array([ 57.80431482, 53.2733447, 50.56347993, 58.33003783, diff --git a/statsmodels/genmod/tests/test_glm.py b/statsmodels/genmod/tests/test_glm.py index 857360115f1..5aa8da473be 100644 --- a/statsmodels/genmod/tests/test_glm.py +++ b/statsmodels/genmod/tests/test_glm.py @@ -191,6 +191,16 @@ def test_pearson_chi2(self): assert_allclose(self.res1.pearson_chi2, self.res2.pearson_chi2, atol=1e-6, rtol=1e-6) + decimal_prsquared = DECIMAL_2 + def test_prsquared(self): + if hasattr(self.res2, 'prsquared'): + assert_almost_equal(self.res1.prsquared, self.res2.prsquared, self.decimal_prsquared) + + decimal_prsquared_cox_snell = DECIMAL_2 + def test_prsquared_cox_snell(self): + if hasattr(self.res2, 'prsquared_cox_snell'): + assert_almost_equal(float(self.res1.prsquared_cox_snell), self.res2.prsquared_cox_snell, self.decimal_prsquared_cox_snell) + @pytest.mark.smoke def test_summary(self): self.res1.summary()