def test_c_stat_exception(data): res = IVGMM(data.dep, data.exog, data.endog, data.instr).fit(cov_type="robust") match = "variables must be a str or a list of str" with pytest.raises(TypeError, match=match): res.c_stat(variables=1) with pytest.raises(TypeError, match=match): res.c_stat(variables=("x1", "x2"))
def test_c_stat_smoke(data): res = IVGMM(data.dep, data.exog, data.endog, data.instr).fit(cov_type="robust") c_stat = res.c_stat() assert_allclose(c_stat.stat, 22.684, rtol=1e-4) assert_allclose(c_stat.pval, 0.00, atol=1e-3) c_stat = res.c_stat(["x1"]) assert_allclose(c_stat.stat, 0.158525, rtol=1e-3) assert_allclose(c_stat.pval, 0.6905, rtol=1e-3) # Final test c_stat2 = res.c_stat("x1") assert_allclose(c_stat.stat, c_stat2.stat)