statsmodels.stats.outliers_influence.MLEInfluence.summary_frame

MLEInfluence.summary_frame()

Creates a DataFrame with influence results.

Returns:

framepandas DataFrame

A DataFrame with selected results for each observation. The index will be the same as provided to the model.

Notes

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

• cooks_d : Cook’s Distance defined in cooks_distance

• standard_resid : Standardized residuals defined in resid_studentizedl

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

• dffits_internal : DFFITS statistics using internally Studentized residuals defined in d_fittedvalues_scaled