np.dot(R6, res2.params) Ftest = res2.f_test(R6) print(repr((Ftest.fvalue, Ftest.pvalue))) ttest = res2.t_test(R6) print(repr((ttest.tvalue, ttest.pvalue))) R7 = np.atleast_2d([1, 0, 0, 0]) np.dot(R7, res2.params) Ftest = res2.f_test(R7) print(repr((Ftest.fvalue, Ftest.pvalue))) ttest = res2.t_test(R7) print(repr((ttest.tvalue, ttest.pvalue))) print('\nExample: 2 categories: replicate stats.glm and stats.ttest_ind') mod2 = sm.OLS(y[xcat.flat < 2][:, 0], X[xcat.flat < 2, :][:, (0, -1)]) res2 = mod2.fit() R8 = np.atleast_2d([1, 0]) np.dot(R8, res2.params) Ftest = res2.f_test(R8) print(repr((Ftest.fvalue, Ftest.pvalue))) print(repr((np.sqrt(Ftest.fvalue), Ftest.pvalue))) ttest = res2.t_test(R8) print(repr((ttest.tvalue, ttest.pvalue))) print(stats.glm(y[xcat < 2].ravel(), xcat[xcat < 2].ravel())) print(stats.ttest_ind(y[xcat == 0], y[xcat == 1])) # TODO: compare with f_oneway
print(repr((Ftest.fvalue, Ftest.pvalue))) ttest = res2.t_test(R6) print(repr((ttest.tvalue, ttest.pvalue))) R7 = np.atleast_2d([1, 0, 0, 0]) np.dot(R7, res2.params) Ftest = res2.f_test(R7) print(repr((Ftest.fvalue, Ftest.pvalue))) ttest = res2.t_test(R7) print(repr((ttest.tvalue, ttest.pvalue))) print('\nExample: 2 categories: replicate stats.glm and stats.ttest_ind') mod2 = sm.OLS(y[xcat.flat < 2][:, 0], X[xcat.flat < 2, :][:, (0, -1)]) res2 = mod2.fit() R8 = np.atleast_2d([1, 0]) np.dot(R8, res2.params) Ftest = res2.f_test(R8) print(repr((Ftest.fvalue, Ftest.pvalue))) print(repr((np.sqrt(Ftest.fvalue), Ftest.pvalue))) ttest = res2.t_test(R8) print(repr((ttest.tvalue, ttest.pvalue))) print(stats.glm(y[xcat < 2].ravel(), xcat[xcat < 2].ravel())) print(stats.ttest_ind(y[xcat == 0], y[xcat == 1])) # TODO: compare with f_oneway