statsmodels.stats.outliers_influence.OLSInfluence.get_resid_studentized_external¶
-
OLSInfluence.
get_resid_studentized_external
(sigma=None)[source]¶ calculate studentized residuals
- Parameters
- Returns
- stzd_resid
ndarray
studentized residuals
- stzd_resid
Notes
studentized residuals are defined as
resid / sigma / np.sqrt(1 - hii)
where resid are the residuals from the regression, sigma is an estimate of the standard deviation of the residuals, and hii is the diagonal of the hat_matrix.