class statsmodels.stats.outliers_influence.OLSInfluence(results)
[source]
class to calculate outlier and influence measures for OLS result
Parameters: | results (Regression Results instance) – currently assumes the results are from an OLS regression |
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One part of the results can be calculated without any auxiliary regression (some of which have the _internal
postfix in the name. Other statistics require leave-one-observation-out (LOOO) auxiliary regression, and will be slower (mainly results with _external
postfix in the name). The auxiliary LOOO regression only the required results are stored.
Using the LOO measures is currently only recommended if the data set is not too large. One possible approach for LOOO measures would be to identify possible problem observations with the _internal measures, and then run the leave-one-observation-out only with observations that are possible outliers. (However, this is not yet available in an automized way.)
This should be extended to general least squares.
The leave-one-variable-out (LOVO) auxiliary regression are currently not used.
cooks_distance () | (cached attribute) Cooks distance |
cov_ratio () | (cached attribute) covariance ratio between LOOO and original |
det_cov_params_not_obsi () | (cached attribute) determinant of cov_params of all LOOO regressions |
dfbetas () | (cached attribute) dfbetas |
dffits () | (cached attribute) dffits measure for influence of an observation |
dffits_internal () | (cached attribute) dffits measure for influence of an observation |
ess_press () | (cached attribute) error sum of squares of PRESS residuals |
get_resid_studentized_external ([sigma]) | calculate studentized residuals |
hat_diag_factor () | (cached attribute) factor of diagonal of hat_matrix used in influence |
hat_matrix_diag () | (cached attribute) diagonal of the hat_matrix for OLS |
influence () | (cached attribute) influence measure |
params_not_obsi () | (cached attribute) parameter estimates for all LOOO regressions |
resid_press () | (cached attribute) PRESS residuals |
resid_std () | (cached attribute) estimate of standard deviation of the residuals |
resid_studentized_external () | (cached attribute) studentized residuals using LOOO variance |
resid_studentized_internal () | (cached attribute) studentized residuals using variance from OLS |
resid_var () | (cached attribute) estimate of variance of the residuals |
sigma2_not_obsi () | (cached attribute) error variance for all LOOO regressions |
summary_frame () | Creates a DataFrame with all available influence results. |
summary_table ([float_fmt]) | create a summary table with all influence and outlier measures |
© 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.html