statsmodels.stats.outliers_influence.MLEInfluence.d_fittedvalues_scaled¶

property MLEInfluence.d_fittedvalues_scaled¶

Change in fittedvalues scaled by standard errors.

This uses one-step approximation of the parameter change to deleting one observation d_params, and divides by the standard errors for the predicted mean provided by results.get_prediction.