Regression Diagnostics with statsmodels

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This example file shows how to use a few of the statsmodels regression diagnostic tests in a real-life context.

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I love the clear way you explain things! Should be ranked higher in the youtube algorithm !

wcemkfd
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In the Harvey-Collier (14:26) I'm a bit confused:
the null hypothesis is that the data are NOT linear ? because here we don't reject the null based con the "p value" of 0.28

wcemkfd
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Hello guys, I have some issue in the functions ols and OLS. For example: using the ols I am able to plot the residual in automatic graphics using some functions (and in the OLS I can’t). However, in the OLS, I have for the out of sample predict values an automatic confidence interval and prediction interval.
There is commands that puts this confidence intervals for the out of sample prediction in ols?

lucassales