statsmodels.stats.outliers_influence.OLSInfluence.dffits¶
- OLSInfluence.dffits¶
dffits measure for influence of an observation
based on resid_studentized_external, uses results from leave-one-observation-out loop
It is recommended that observations with dffits large than a threshold of 2 sqrt{k / n} where k is the number of parameters, should be investigated.
References