Add unit test for RegressionResult.bootstrap

tests/test_regress.py

@@ -47,6 +47,27 @@ def test_regress_ols_ol11_4():
 	assert result.terms['SoilPh'].beta.ci_lower == approx(-10.15, abs=0.01)
 	assert result.terms['SoilPh'].beta.ci_upper == approx(-5.57, abs=0.01)
 
+def test_regress_bootstrap_ols_ol11_4():
+	"""Compare RegressionResult.bootstrap for Ott & Longnecker (2016) example 11.4/11.7"""
+	
+	df = pd.DataFrame({
+		'SoilPh': [3.3, 3.4, 3.4, 3.5, 3.6, 3.6, 3.7, 3.7, 3.8, 3.8, 3.9, 4.0, 4.1, 4.2, 4.3, 4.4, 4.5, 5.0, 5.1, 5.2],
+		'GrowthRet': [17.78, 21.59, 23.84, 15.13, 23.45, 20.87, 17.78, 20.09, 17.78, 12.46, 14.95, 15.87, 17.45, 14.35, 14.64, 17.25, 12.57, 7.15, 7.50, 4.34]
+	})
+	
+	result = yli.regress(sm.OLS, df, 'GrowthRet', 'SoilPh')
+	
+	np.random.seed(0)
+	result_bs = result.bootstrap(1000)
+	
+	assert result_bs.terms['(Intercept)'].beta.point == result.terms['(Intercept)'].beta.point
+	assert result_bs.terms['(Intercept)'].beta.ci_lower == approx(result.terms['(Intercept)'].beta.ci_lower, rel=0.05)
+	assert result_bs.terms['(Intercept)'].beta.ci_upper == approx(result.terms['(Intercept)'].beta.ci_upper, rel=0.05)
+	
+	assert result_bs.terms['SoilPh'].beta.point == result.terms['SoilPh'].beta.point
+	assert result_bs.terms['SoilPh'].beta.ci_lower == approx(result.terms['SoilPh'].beta.ci_lower, rel=0.1)
+	assert result_bs.terms['SoilPh'].beta.ci_upper == approx(result.terms['SoilPh'].beta.ci_upper, rel=0.05)
+
 def test_regress_ols_ol13_5():
 	"""Compare yli.regress for Ott & Longnecker (2016) chapter 13.5"""
 	

yli/regress.py

@@ -353,7 +353,7 @@ class RegressionResult:
 	
 	def bootstrap(self, samples=1000):
 		"""
-		Fit a statsmodels regression model, using bootstrapping to compute confidence intervals and *p* values
+		Use bootstrapping to recompute confidence intervals and *p* values for the terms in the regression model
 		
 		:param samples: Number of bootstrap samples to draw
 		:type samples: int