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

BUG: LikelihoodModelResults.pvalues use df_resid_inference #1914

Merged
merged 1 commit into from Aug 20, 2014

Conversation

Projects
None yet
2 participants
@josef-pkt
Copy link
Member

commented Aug 20, 2014

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

This comment has been minimized.

Copy link
Member Author

commented Aug 20, 2014

can be merged when TravisCI is green

@coveralls

This comment has been minimized.

Copy link

commented Aug 20, 2014

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 BUG: LikelihoodModelResults.conf_int use df_resid_inference BUG: LikelihoodModelResults.pvalues use df_resid_inference Aug 20, 2014

josef-pkt added a commit that referenced this pull request Aug 20, 2014

Merge pull request #1914 from josef-pkt/bug_pvalues_use_t_1903
BUG: LikelihoodModelResults.pvalues use df_resid_inference

@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

This comment has been minimized.

Copy link
Member Author

commented Aug 20, 2014

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

@josef-pkt josef-pkt added comp-base and removed PR labels Aug 24, 2014

PierreBdR pushed a commit to PierreBdR/statsmodels that referenced this pull request Sep 2, 2014

Merge pull request statsmodels#1914 from josef-pkt/bug_pvalues_use_t_…
…1903

BUG: LikelihoodModelResults.pvalues use df_resid_inference
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.