I am using statsmodels to perform a robust linear regression on some data I have. I wanted to understand whether the slope of my regression is significantly different from 0. In scipy I due this by looking at the p-value.
In statsmodels, is the same null hypothesis being tested? I can get the pvalue as returned by RLMResult.pvalues but I couldn't find the documentation indicating what is being tested.
tvaluesandpvaluesin model results are for the hypothesis that the parameter is zero with the alternative that it is not zero.