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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.

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    Yes, tvalues and pvalues in model results are for the hypothesis that the parameter is zero with the alternative that it is not zero. Commented Jan 15 at 16:29
  • @Josef I would love to mark your answer as correct for karma! Commented Jan 16 at 17:12

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