statsmodels.stats.outliers_influence.OLSInfluence.cooks_distance¶
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OLSInfluence.
cooks_distance
¶ Cooks distance
Uses original results, no nobs loop
References
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Eubank, R. L. (1999). Nonparametric regression and spline smoothing. CRC press.
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Cook’s distance. (n.d.). In Wikipedia. July 2019, from https://en.wikipedia.org/wiki/Cook%27s_distance