statsmodels.stats.outliers_influence.OLSInfluence.dffits

OLSInfluence.dffits()

(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