calculate studentized residuals

Parameters:sigma (None or float) – estimate of the standard deviation of the residuals. If None, then the estimate from the regression results is used.
Returns:stzd_resid – studentized residuals
Return type:ndarray


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.