statsmodels.stats.outliers_influence.MLEInfluence.cooks_distance¶
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MLEInfluence.
cooks_distance
¶ Cook’s distance and p-values
Based on one step approximation d_params and on results.cov_params Cook’s distance divides by the number of explanatory variables.
p-values are based on the F-distribution which are only approximate outside of linear Gaussian models.
Warning: The definition of p-values might change if we switch to using chi-square distribution instead of F-distribution, or if we make it dependent on the fit keyword use_t.