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statsmodels.stats.outliers_influence.OLSInfluence.resid_studentized_external

OLSInfluence.resid_studentized_external() [source]

(cached attribute) studentized residuals using LOOO variance

this uses sigma from leave-one-out estimates

requires leave one out loop for observations

© 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.resid_studentized_external.html