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Have f-test model #26

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amichuda opened this issue Oct 18, 2022 · 2 comments
Open

Have f-test model #26

amichuda opened this issue Oct 18, 2022 · 2 comments
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@amichuda
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     return np.nan

https://github.com/amichuda/statsmodels/blob/c74f4a6e3b593ad4c2ec4dc4adc1a36d8ab48cf4/statsmodels/regression/linear_model.py#L1853

Right now we don't fun a f-stat for the full model, but the statsmodels table has it. Setting it to np.nan for now.

@s3alfisc
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Yes, sounds good. We can have it once we have access to the full vcov matrix.

@s3alfisc
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s3alfisc commented Oct 18, 2022

Or, I actually implement a 'proper' bootstrapped Wald Tests, which is still on my to do list for fwildclusterboot 😄

@s3alfisc s3alfisc modified the milestones: v0.1 , v0.2 Nov 8, 2022
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