6.8.3.2.17. statsmodels.sandbox.stats.diagnostic.linear_rainbow¶

statsmodels.sandbox.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