statsmodels.stats.outliers_influence.OLSInfluence.dffits¶

OLSInfluence.dffits¶

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:¶

dffitsfloat

dffits_thresholdfloat

References

Wikipedia