BUG: LikelihoodModelResults.pvalues use df_resid_inference #1914

Merged
merged 1 commit into from Aug 20, 2014

Projects

None yet

2 participants

@josef-pkt
Member

closes #1903

pvalues didn't use df_resid_inference which is used to separate it from df_resid in cluster robust standard errors.

adds one unit test for pvalues and conf_int

comment to unit tests
all sandwich unit tests should test the full results, which they don't do for the new fit options
tests needs streamlining. I'm not even sure how much each of the versions of choosing covariances and use_t are tested.
some asserts might be duplicated, see CheckOLSRobustNewMixin

@josef-pkt josef-pkt BUG: LikelihoodModelResults.conf_int use df_resid_inference closes #1903
ea8777b
@josef-pkt
Member

can be merged when TravisCI is green

@coveralls

Coverage Status

Coverage increased (+0.0%) when pulling ea8777b on josef-pkt:bug_pvalues_use_t_1903 into 93efca1 on statsmodels:master.

@josef-pkt josef-pkt changed the title from BUG: LikelihoodModelResults.conf_int use df_resid_inference to BUG: LikelihoodModelResults.pvalues use df_resid_inference Aug 20, 2014
@josef-pkt josef-pkt merged commit 2a39a33 into statsmodels:master Aug 20, 2014

2 checks passed

continuous-integration/appveyor AppVeyor build succeeded
Details
continuous-integration/travis-ci The Travis CI build passed
Details
@josef-pkt
Member

I forgot to rewrite the commit message.

This fixes pvalues and not conf_int

@josef-pkt josef-pkt deleted the josef-pkt:bug_pvalues_use_t_1903 branch Aug 20, 2014
@josef-pkt josef-pkt added this to the 0.6 milestone Aug 24, 2014
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment