Software Open Access

bashtage/linearmodels: Release 4.24

Kevin Sheppard; Brian Lewis; Guangyi; Kevin Wilson; Thrasibule; Xavier RENE-CORAIL; vikjam

This is a feature release. There are two new features:

  • SystemResults.breusch_pagan implements the Breusch-Pagan test of 0 correlation (and so a diagonal covariance)
  • SystemResults.likelihood_ratio implements a likelihood ratio test of a diagonal covariance (and so 0 correlation)

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