ENH/DOC: reset_test
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Assessment
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Newbie friendliness
- 35/100
- Issue type
- Feature
- Clarity
- Mostly clear
- Activity status
- Stale
- Tech stack
- python
- Domain
- analytics, testing-qa
Research direction
Start with statsmodels/stats/outliers_influence.py around line 86, then compare the related link_test issue (#1479) and the comment linked in the issue. Review statsmodels/regression/tests/test_glsar_gretl.py and its two gretl-based tests. Done means the reset_test functionality is placed in the appropriate diagnostics area and exposed through the API and documentation, with corresponding unit coverage.
Written by the indexing model from the issue text.
Description
A general specification test mainly for functional form, extends easily to GLM and other models, either with an auxiliary regression or a variable addition score test.
similar to link_test #1479
see https://github.com/statsmodels/statsmodels/issues/2041#issuecomment-276161907
I thought I already had a function, but it looks like it's misplaced and not in api, docs
https://github.com/statsmodels/statsmodels/blob/master/statsmodels/stats/outliers_influence.py#L86
2 unit tests against gretl in "statsmodels\regression\tests\test_glsar_gretl.py"
I guess it should be in diagnostics, and not in outliers_influence
related
#5388 tools for binning, ...
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- Python
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- Merged PRs (30d)
- 96
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