Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

t_test, f_test, for normal instead of t-distribution #50

wesm opened this issue Aug 25, 2011 · 2 comments


None yet
2 participants
Copy link

commented Aug 25, 2011

Original Launchpad bug 647777:
Reported by: josef-pktd (joep). LikelihoodModelResults

t_test assumes that test statistic is t-distributed. If we only look at the asymptotic normal distribution, then we don't need df_residual.

Currently mainly a thought that needs checking. provides most of the generic methods that can be used with MLE models that are based on the asymptotic normal distribution.
see also SAS new proc PLM

essentially only params and cov_params are needed for the normal approximation.

I haven't thought yet about the dof in f_test (number of restriction is ok, but I don't know if we need df_resid.

conf_int is already overwritten by some subclasses to use the normal instead of t-distribution


This comment has been minimized.

Copy link

commented Sep 27, 2012

ContrastResults only handles t and F distribution, not normal and chisquare for Wald test (with asymptotic normality of params).


This comment has been minimized.

Copy link

commented May 22, 2014

this was added in PR #1189

@josef-pkt josef-pkt closed this May 22, 2014

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
You can’t perform that action at this time.