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statsmodels.stats.outliers_influence.OLSInfluence.dffits

OLSInfluence.dffits() [source]

(cached attribute) dffits measure for influence of an observation

based on resid_studentized_external, uses results from leave-one-observation-out loop

It is recommended that observations with dffits large than a threshold of 2 sqrt{k / n} where k is the number of parameters, should be investigated.

Returns:
  • dffits (float)
  • dffits_threshold (float)

References

Wikipedia

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.stats.outliers_influence.OLSInfluence.dffits.html