statsmodels.stats.outliers_influence.OLSInfluence.summary_frame

method

OLSInfluence.summary_frame()[source]

Creates a DataFrame with all available influence results.

Returns
frameDataFrame

A DataFrame with all results.

Notes

The resultant DataFrame contains six variables in addition to the DFBETAS. These are:

  • cooks_d : Cook’s Distance defined in Influence.cooks_distance

  • standard_resid : Standardized residuals defined in Influence.resid_studentized_internal

  • hat_diag : The diagonal of the projection, or hat, matrix defined in Influence.hat_matrix_diag

  • dffits_internal : DFFITS statistics using internally Studentized residuals defined in Influence.dffits_internal

  • dffits : DFFITS statistics using externally Studentized residuals defined in Influence.dffits

  • student_resid : Externally Studentized residuals defined in Influence.resid_studentized_external