MincerZarnowitzTest._summary_table#

MincerZarnowitzTest._summary_table()[source]#

Render as a table.

The two estimates and the Wald row under the family header; the notes give the fit, the reading of the slope, the HAC details, and the multi-step over-rejection warning when it applies.

Return type:

SummaryTable

Returns:

The SummaryTable that summary(), str(), and the notebook renderer display.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> x = rng.standard_normal(200)
>>> y = 0.5 * x + rng.standard_normal(200)
>>> table = mincer_zarnowitz(y, 0.5 * x)._summary_table()
>>> table.metadata[2]
('Verdict', 'efficiency not rejected')
>>> [row[0] for row in table.rows]
['intercept (0 under H0)', 'slope (1 under H0)', 'Wald, F(2, T - 2) reference']