7.10.1.12. statsmodels.stats.diagnostic.linear_rainbow¶

statsmodels.stats.diagnostic.linear_rainbow(res, frac=0.5)[source]¶

Rainbow test for linearity

The Null hypothesis is that the regression is correctly modelled as linear. The alternative for which the power might be large are convex, check

Parameters:	res : Result instance
Returns:	fstat : float test statistic based of F test pvalue : float pvalue of the test