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@thisfred
Last active August 29, 2015 14:15
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>>> import numpy as np
>>> import statsmodels.api as sm
>>> Y = [1,3,4,5,2,3,4]
>>> X = range(1,8)
>>> X = sm.add_constant(X)
>>> model = sm.OLS(Y,X)
>>> results = model.fit()
>>> results.params
array([ 2.14285714, 0.25 ])
>>> results.tvalues
array([ 1.87867287, 0.98019606])
>>> print(results.t_test([1, 0])) # note there was one closing paren too many in the example...
Test for Constraints
==============================================================================
coef std err t P>|t| [95.0% Conf. Int.]
------------------------------------------------------------------------------
c0 2.1429 1.141 1.879 0.119 -0.789 5.075
==============================================================================
>>> print(results.f_test(np.identity(2)))
<F test: F=array([[ 19.46078431]]), p=0.00437250591095, df_denom=5, df_num=2>
>>> X
array([[ 1., 1.],
[ 1., 2.],
[ 1., 3.],
[ 1., 4.],
[ 1., 5.],
[ 1., 6.],
[ 1., 7.]])
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