Compute a Wald-test for a joint linear hypothesis.
Parameters: | r_matrix : array-like, str, or tuple
cov_p : array-like, optional
scale : float, optional
invcov : array-like, optional
use_f : bool
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Returns: | res : ContrastResults instance
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See also
statsmodels.stats.contrast.ContrastResults, f_test, t_test, patsy.DesignInfo.linear_constraint
Notes
The matrix r_matrix is assumed to be non-singular. More precisely,
r_matrix (pX pX.T) r_matrix.T
is assumed invertible. Here, pX is the generalized inverse of the design matrix of the model. There can be problems in non-OLS models where the rank of the covariance of the noise is not full.