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)