BUG: LikelihoodModelResults.pvalues use df_resid_inference #1914

merged 1 commit into from Aug 20, 2014


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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

can be merged when TravisCI is green


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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

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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
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