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statsmodels.stats.outliers_influence.OLSInfluence.get_resid_studentized_external

OLSInfluence.get_resid_studentized_external(sigma=None) [source]

calculate studentized residuals

Parameters: sigma (None or float) – estimate of the standard deviation of the residuals. If None, then the estimate from the regression results is used.
Returns: stzd_resid – studentized residuals
Return type: ndarray

Notes

studentized residuals are defined as

resid / sigma / np.sqrt(1 - hii)

where resid are the residuals from the regression, sigma is an estimate of the standard deviation of the residuals, and hii is the diagonal of the hat_matrix.

© 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.get_resid_studentized_external.html