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ENH: more multivariate mean tests #6692

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josef-pkt opened this issue May 7, 2020 · 0 comments
Open

ENH: more multivariate mean tests #6692

josef-pkt opened this issue May 7, 2020 · 0 comments

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@josef-pkt
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continuation of merged PR #4107

see also #3208 #6689

The PR only includes 1-sample test. Need two sample tests and more.
Stata has k-sample test with special methods used in 2-sample case.

Also, in the one sample case we can get tests for linear hypothesis. Currently linear hypothesis are supported by confint.
This is similar to the wald tests in LikelihoodModelResults, if we use (params, cov_params, nobs) as sufficient statistics. (I started with code somewhere for the standalone version of those Results methods.)

I haven't checked vectorization of mvmean functions.

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