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Commits on Dec 12, 2013

• TST: fix test in last merge, RegressionResults.resid_pearson

  josef-pkt

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Commits on Dec 11, 2013

• Merge branch 'guyrt_test-norm-resid' closes #1169

  josef-pkt

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• REF/TST: use scale in resid_pearson, fix test

  josef-pkt

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• Change norm_resid to resid_pearson. Also added docs to model

  

  guyrt

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• DOC: noted breaking change in v0.6 changelog

  

  guyrt

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• ENH: Add test on norm_resid. This means switching it to a cached property.

  

  guyrt

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• Merge branch 'linear_model_scale_1173' closes #1173

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• TST: test_qr_alternatives, lower test precision

  josef-pkt

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• BUG: Direct QR code not checking required inputs

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  bashtage

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• Remove stray prints

  

  bashtage

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• Remove stray print

  

  bashtage

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• BUG: Fixed corner case bugs in WLS, GLS and norm_resid

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  bashtage

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• ENH: Expanded test coverage for LS models

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  bashtage

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• TYPO: Revert typo introduced in "Log likelihood"

  

  bashtage

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• BUG: Replaced log(det(x)) with slogdet(x) to avoid numerical problems in loglike

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  bashtage

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• Merge branch 'gls-large-data-size' closes #1176

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• TST GLS_large_data lower samplesize (no memory test anymore), fix typo

  josef-pkt

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• Simplified branching in GLS.whiten

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  bashtage

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• ENH: GLS fix for very large models

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  bashtage

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• Merge pull request #1214 from josef-pkt/compare_lr_test_rebased

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• BUG: fix rebase error

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Commits on Nov 30, 2013

• Made tests tougher

  

  bashtage

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• ENH: Added cov_type for all models

  

  bashtage

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• ENH: Normalization of weights in WLS and loglike correction

  

  bashtage

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• ENH: Added method _has_constant which can correctly detect an implicit constant

  

  bashtage

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• Added _has_constant function which can detect implicit constant

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• Added tests for compare_lm_test

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• LM test now handles robust covariance

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Commits on Nov 29, 2013

• Added basic tests for LM

  

  bashtage

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  josef-pkt

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• Added test that check whether OLS, GLS and WLS produce the same results when the weight matrix or sigma are diagonal with the same values

  

  bashtage

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• fixed typo

  josef-pkt

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• Bug fixes for lr test

  

  bashtage

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  josef-pkt

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• * Initial addition of heteroskedasticity robust LM and LR tests.

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  bashtage

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• Initial addition of heteroskedasticity robust LM and LR tests.

  

  bashtage

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• Merge branch 'robust_cov_rebased' closes #1189

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