donkey
donkey

Reputation: 1448

What null hypothesis is rejected by the value of statsmodels RLM

I am using statsmodels to perform a robust linear regression on some data I have. I wanted to understand whether the slope of my regression is significantly different from 0. In scipy I due this by looking at the p-value.

In statsmodels, is the same null hypothesis being tested? I can get the pvalue as returned by RLMResult.pvalues but I couldn't find the documentation indicating what is being tested.

Upvotes: 2

Views: 34

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