def test_ttest_tvalues(self):
# test that t_test has same results a params, bse, tvalues, ...
smt.check_ttest_tvalues(self.results)
res = self.results
mat = np.eye(len(res.params))
tt = res.t_test(mat[0])
string_confint = lambda alpha: "[%4.3F %4.3F]" % (alpha / 2, 1 -
alpha / 2)
summ = tt.summary() # smoke test for #1323
assert_allclose(tt.pvalue, res.pvalues[0], rtol=5e-10)
assert_(string_confint(0.05) in str(summ))
# issue #3116 alpha not used in column headers
summ = tt.summary(alpha=0.1)
ss = "[0.05 0.95]" # different formatting
assert_(ss in str(summ))
summf = tt.summary_frame(alpha=0.1)
pvstring_use_t = 'P>|z|' if res.use_t is False else 'P>|t|'
tstring_use_t = 'z' if res.use_t is False else 't'
cols = [
'coef', 'std err', tstring_use_t, pvstring_use_t, 'Conf. Int. Low',
'Conf. Int. Upp.'
]
assert_array_equal(summf.columns.values, cols)
def test_ttest_tvalues(self):
# test that t_test has same results a params, bse, tvalues, ...
smt.check_ttest_tvalues(self.results)
res = self.results
mat = np.eye(len(res.params))
tt = res.t_test(mat[0])
string_confint = lambda alpha: "[%4.3F %4.3F]" % (
alpha / 2, 1- alpha / 2)
summ = tt.summary() # smoke test for #1323
assert_allclose(tt.pvalue, res.pvalues[0], rtol=5e-10)
assert_(string_confint(0.05) in str(summ))
# issue #3116 alpha not used in column headers
summ = tt.summary(alpha=0.1)
ss = "[0.05 0.95]" # different formatting
assert_(ss in str(summ))
summf = tt.summary_frame(alpha=0.1)
pvstring_use_t = 'P>|z|' if res.use_t is False else 'P>|t|'
tstring_use_t = 'z' if res.use_t is False else 't'
cols = ['coef', 'std err', tstring_use_t, pvstring_use_t,
'Conf. Int. Low', 'Conf. Int. Upp.']
assert_array_equal(summf.columns.values, cols)
def test_ttest(self):
smt.check_ttest_tvalues(self.res1)
def test_ttest(self):
smt.check_ttest_tvalues(self.res1)
def test_t_test(self):
import statsmodels.tools._testing as smt
#self.result_b.pvalues
#self.result_b._cache['pvalues'] += 1 # use to trigger failure
smt.check_ttest_tvalues(self.result_b)
smt.check_ftest_pvalues(self.result_b)
