{"action":"opened","issue":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2576","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2576/labels{/name}","comments_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2576/comments","events_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2576/events","html_url":"https://github.com/statsmodels/statsmodels/issues/2576","id":99621964,"number":2576,"title":"ENH diagnostic tests (het_xxx) - input checks and constant","user":{"login":"josef-pkt","id":440735,"avatar_url":"https://avatars.githubusercontent.com/u/440735?v=3","gravatar_id":"","url":"https://api.github.com/users/josef-pkt","html_url":"https://github.com/josef-pkt","followers_url":"https://api.github.com/users/josef-pkt/followers","following_url":"https://api.github.com/users/josef-pkt/following{/other_user}","gists_url":"https://api.github.com/users/josef-pkt/gists{/gist_id}","starred_url":"https://api.github.com/users/josef-pkt/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/josef-pkt/subscriptions","organizations_url":"https://api.github.com/users/josef-pkt/orgs","repos_url":"https://api.github.com/users/josef-pkt/repos","events_url":"https://api.github.com/users/josef-pkt/events{/privacy}","received_events_url":"https://api.github.com/users/josef-pkt/received_events","type":"User","site_admin":false},"labels":[{"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/comp-stats","name":"comp-stats","color":"ededed"},{"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/type-enh","name":"type-enh","color":"99ffff"}],"state":"open","locked":false,"assignee":null,"milestone":null,"comments":0,"created_at":"2015-08-07T10:18:04Z","updated_at":"2015-08-07T10:18:04Z","closed_at":null,"body":"see mailing list https://groups.google.com/d/msg/pystatsmodels/PkG7l7CuxiA/5WzhQl56JQAJ\r\n\r\nCurrently het_white and het_breusch_pagan assume that there is a constant in the exog.\r\n\r\nhet_breusch_pagan also assumes full rank exog, even though we could check the rank in the auxiliary regression, use df_model as in het_white.\r\n\r\nmore robustness to user input would be relatively costless to add, since we get the information from the auxiliary regression."}}