How can I do partial F Test in python linearmodels?

Asked Mar 22 '21 at 00:32

Active Mar 22 '21 at 00:32

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I want to do partial F Test in python linearmodels,

is there any command that I can to this?

import numpy as np
import pandas as pd
import linearmodels.iv as iv

f = 'ln_assaults ~ 1 + [attend_v + attend_m + attend_n ~ pr_attend_v + pr_attend_m + pr_attend_n] + years + mons + holidays + weather'
reg = iv.IV2SLS.from_formula(formula=f, data=movie)
result = reg.fit(cov_type='robust', debiased=True)

hypo = ['attend_v = attend_m']
result.f_test(hypo)

AttributeError: 'IVResults' object has no attribute 'f_test'

asked Mar 22 '21 at 00:32

Jinze

Hi Jinze, you should have a look to this post: https://stackoverflow.com/questions/45243802/how-do-i-do-an-f-test-to-compare-nested-linear-models-in-python – Gilles Criton Mar 22 '21 at 14:36
and also this one: https://stackoverflow.com/questions/65593384/how-to-perform-a-partial-f-test-in-a-python-on-only-some-of-the-model-variables – Gilles Criton Mar 22 '21 at 14:37
hope it will help you – Gilles Criton Mar 22 '21 at 14:38

How can I do partial F Test in python linearmodels?

0 Answers0