t_model: f_test, t_test don't work

[josef-pkt]

after running "scikits\statsmodels\examples\ex_misc_tmodel.py"

>>> resp
<scikits.statsmodels.base.model.GenericLikelihoodModelResults object at 0x05DAC3D0>
>>> resp.t_test(np.eye(len(resp.params)))
Traceback (most recent call last):
  File "<pyshell#1>", line 1, in <module>
    resp.t_test(np.eye(len(resp.params)))
  File "e:\josef\eclipsegworkspace\statsmodels-git\statsmodels-josef\scikits\statsmodels\base\model.py", line 1024, in t_test
    df_denom=self.model.df_resid)
AttributeError: 'TLinearModel' object has no attribute 'df_resid'
>>> resp.f_test(np.eye(len(resp.params)))
Traceback (most recent call last):
  File "<pyshell#2>", line 1, in <module>
    resp.f_test(np.eye(len(resp.params)))
  File "e:\josef\eclipsegworkspace\statsmodels-git\statsmodels-josef\scikits\statsmodels\base\model.py", line 1115, in f_test
    return ContrastResults(F=F, df_denom=self.model.df_resid,
AttributeError: 'TLinearModel' object has no attribute 'df_resid'

f_test and t_test are designed for t-distribution and require degrees of freedom

[josef-pkt]

after

resp.model.df_resid = nobs - len(resp.params)

f_test and t-test work

[thomas-haslwanter]

I just checked in "statsmodels\examples" - and no file "ex_misc_tmodel.py" exists. So I guess that this issue is outdated.

[vincentarelbundock]

Confusingly, there are two separate folder that hold similar, partial/unfinished/developer-centered examples. Try this:

https://github.com/statsmodels/statsmodels/blob/master/statsmodels/examples/ex_misc_tmodel.py

[josef-pkt]

Running the example, I don't even get to this stage anymore, the exception/problem is now already earlier raised by patsy with extra parameters, traceback is as in #669

[josef-pkt]

fixed for miscmodels/GenericLikelihoodModels in PR #933

still fails for MNLogit, see #669