Merge pull request #5684 from josef-pkt/bug_wald_test_terms_df_5475

BUG: fix df in summary for single constraint in wald_test_terms
statsmodels · May 16, 2019 · 7dff8c3 · 7dff8c3
2 parents 508a782 + b9c27d9
commit 7dff8c3
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Showing 2 changed files with 11 additions and 3 deletions.
diff --git a/statsmodels/base/model.py b/statsmodels/base/model.py
@@ -1842,7 +1842,7 @@ def wald_test_terms(self, skip_single=False, extra_constraints=None,
         else:
             # check by exog/params names if there is no formula info
             for col, name in enumerate(result.model.exog_names):
-                constraint_matrix = identity[col]
+                constraint_matrix = np.atleast_2d(identity[col])
 
                 # check if in combined
                 for cname in combine_terms:

diff --git a/statsmodels/base/tests/test_generic_methods.py b/statsmodels/base/tests/test_generic_methods.py
@@ -531,18 +531,26 @@ def initialize(cls):
         cls.res = mod.fit(use_t=False)
 
     def test_noformula(self):
+        # this verifies single and composite constraints against explicit
+        #     wald test
         endog = self.res.model.endog
         exog = self.res.model.data.orig_exog
         exog = pd.DataFrame(exog)
 
         res = sm.OLS(endog, exog).fit()
-        wa = res.wald_test_terms(skip_single=True,
+        wa = res.wald_test_terms(skip_single=False,
                                  combine_terms=['Duration', 'Weight'])
         eye = np.eye(len(res.params))
+
+        c_single = [row for row in eye]
         c_weight = eye[2:6]
         c_duration = eye[[1, 4, 5]]
 
-        compare_waldres(res, wa, [c_duration, c_weight])
+        compare_waldres(res, wa, c_single + [c_duration, c_weight])
+
+        # assert correct df_constraints, see #5475 for bug in single constraint
+        df_constraints = [1] * len(c_single) + [3, 4]
+        assert_equal(wa.df_constraints, df_constraints)
 
 
 class TestWaldAnovaOLSF(CheckAnovaMixin):