BUG: pvalues for cluster robust, with use_t don't use df_resid_inference #1903

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josef-pkt opened this Issue Aug 18, 2014 · 0 comments

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I forgot to change this in ffee547 as part of PR #1867

no unittests for the use_t option in cluster robust standard errors
(I think I only test that the attribute is set, but not that all results are verified in this case.
there should be a small sample test case, but maybe it's not yet used when cov_type is chosen in the fit method.)

found while looking at a cluster robust GLM-Poisson with use_t

(conf_int and hypothesis tests are correctly changed)

@josef-pkt josef-pkt added this to the 0.6 milestone Aug 18, 2014
@josef-pkt josef-pkt added a commit to josef-pkt/statsmodels that referenced this issue Aug 20, 2014
@josef-pkt josef-pkt BUG: LikelihoodModelResults.conf_int use df_resid_inference closes #1903
ea8777b
@josef-pkt josef-pkt closed this in #1914 Aug 20, 2014
@PierreBdR PierreBdR pushed a commit to PierreBdR/statsmodels that referenced this issue Sep 2, 2014
@josef-pkt josef-pkt BUG: LikelihoodModelResults.conf_int use df_resid_inference closes #1903
a3d1827
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