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Merge pull request #364 from bashtage/doc-f-null
DOC: Correct null for f-stat
2 parents 1e59086 + 294123b commit a8b9362

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linearmodels/panel/model.py

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -114,7 +114,7 @@ def _deferred_f(
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test_stat = test_params.T @ np.linalg.inv(test_cov) @ test_params
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test_stat = float(test_stat)
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df = int(sel.sum())
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null = "All parameters ex. constant not zero"
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null = "All parameters ex. constant are zero"
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if debiased:
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wald = WaldTestStatistic(test_stat / df, null, df, df_resid, name=name)
@@ -493,7 +493,7 @@ def _f_statistic(
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stat = float((num / num_df) / (denom / denom_df)) if denom > 0.0 else 0.0
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return WaldTestStatistic(
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stat,
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null="All parameters ex. constant not zero",
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null="All parameters ex. constant are zero",
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df=num_df,
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df_denom=denom_df,
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name=name,

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