Anova test for GLM in python

Question

I am trying to get the F-statistic and p-value for each of the covariates in GLM. In Python I am using the stats mode.formula.api to conduct the GLM.

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Answer 1

There isn't, unfortunately. However, you can roll your own by using the model's hypothesis testing methods on each of the terms. In fact, some of their ANOVA methods do not even use the attribute ssr (which is the model's sum of squared residuals, thus obviously undefined for a binomial GLM). You could probably modify this code to do a GLM ANOVA.