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I wrote that a long time ago, and most likely it never had links. (In the old times it wasn't easy to add links between notebooks and code docs)
Also, that page might require review because it has not been updated in a long time, AFAIR.
For example, it does not include reset test https://www.statsmodels.org/dev/generated/statsmodels.stats.diagnostic.linear_reset.html
It might include functions that are obsolete, and never made it into statsmodels or out of sandbox or have been superseded by newer function.
Regression diagnostics - statsmodels 0.15.0 (+270)
Regression diagnostics - statsmodels 0.14.1
Some links in both stable and development versions are broken.
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