stats.diagnostic.linear_rainbow()

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