statsmodels/statsmodels — Issue #130: attach diagnostic tests to result instance
Author: josef-pkt
Created: 2011-12-24 04:44:00+00:00
State: open
Labels: comp-docs, comp-regression, design, type-enh

summary currently has autocorrelation and normality tests, but they are just available in the summary tables. Heteroscedasticity, outlier and (non)linearity diagnostics are missing.

I might also be nice to attach them as methods that cover several tests, .test_acorr, .test_het, .test_xxx? and also to attach the corresponding diagnostic regression plots.

Also doc examples for the whole enchilada, estimate, test, plot, alternative methods in the style of UCLA stats or a chapter in a textbook like Greene would be useful to see what's available and how to run them as user.