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GLMResults inconsistent distribution in pvalues #828

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josef-pkt opened this issue May 12, 2013 · 1 comment
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GLMResults inconsistent distribution in pvalues #828

josef-pkt opened this issue May 12, 2013 · 1 comment

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@josef-pkt
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pvalues still use the t-distribution, conf_int use the normal distribution
Looks like some incomplete refactoring that escaped us.

There is currently no way to overwrite which distribution is used.

also summary show t not z (needs use_t=False)

@josef-pkt
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I think the switch from t to normal for GLM was this
4594537

however, GLMResults has it's own pvalues method based on t, that overwrites the "generic" normal case.

@josef-pkt josef-pkt mentioned this issue May 27, 2013
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@josef-pkt josef-pkt mentioned this issue Aug 9, 2013
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PierreBdR pushed a commit to PierreBdR/statsmodels that referenced this issue Sep 2, 2014
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