statsmodels.stats.outliers_influence.GLMInfluence.cooks_distance¶

GLMInfluence.cooks_distance¶

Cook’s distance

Notes

Based on one step approximation using resid_studentized and hat_matrix_diag for the computation.

Cook’s distance divides by the number of explanatory variables.

Computed using formulas for GLM and does not use results.cov_params. It includes p-values based on the F-distribution which are only approximate outside of linear Gaussian models.