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)