statsmodels.othermod.betareg.BetaResults.get_influence

BetaResults.get_influence()[source]

Get an instance of MLEInfluence with influence and outlier measures

Returns:
inflMLEInfluence instance

The instance has methods to calculate the main influence and outlier measures as attributes.

Notes

Support for mutli-link and multi-exog models is still experimental in MLEInfluence. Interface and some definitions might still change.

Note: Difference to R betareg: Betareg has the same general leverage as this model. However, they use a linear approximation hat matrix to scale and studentize influence and residual statistics. MLEInfluence uses the generalized leverage as hat_matrix_diag. Additionally, MLEInfluence uses pearson residuals for residual analusis.

References

todo


Last update: Nov 14, 2024