CODEWITHSUNDEEP
pythonregressionstatsmodelswhite-framework
Evandrojs
Evandrojs

Reputation: 21

How to perform het_white without constant

In statsmodels python API I'm excluding the constant in an OLS regression, as explained here:

[https://stackoverflow.com/questions/36409889/using-ols-from-statsmodels-formula-api-how-to-remove-constant-term][1]

It's working fine. Hower I've got an error running

statsmodels.stats.diagnostic.het_white(results.resid,results.model.exog)

This is the error:

File "B:\PYTHON37\lib\site-packages\statsmodels\stats\diagnostic.py", line 999, in het_white
assert resols.df_model == np.linalg.matrix_rank(exog) - 1

Any suggestions on how to run the White test when removing the constant from regression?

Upvotes: 2

Views: 905

Answers (0)

Related Questions