The documentation on https://bashtage.github.io/linearmodels/panel/panel/linearmodels.panel.results.RandomEffectsResults.f_statistic.html?highlight=f%20statistic#linearmodels.panel.results.RandomEffectsResults.f_statistic reports that *.f_statistic is a classical "Classical F-stat.. Joint test of significance for non-constant regressors." In which case I read up and the null is that the model with no independent variables fits the data as well as the model.
However, when calling the actual string value of the null element of the code, it says "H0: All parameters ex. constant not zero" ... quite the opposite.
Was the null just incorrectly documented in the code? this was linearmodels 4.17 btw... thanks!
Screen shot of results.
