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

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


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commented Aug 18, 2014

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)

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