OLSInfluence.influence() [source]
(cached attribute) influence measure
matches the influence measure that gretl reports u * h / (1 - h) where u are the residuals and h 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.influence.html