statsmodels.regression.linear_model.OLSResults.outlier_test

OLSResults.outlier_test(method='bonf', alpha=0.05)[source]

Test observations for outliers according to method

Parameters:

method : str

  • bonferroni : one-step correction
  • sidak : one-step correction
  • holm-sidak :
  • holm :
  • simes-hochberg :
  • hommel :
  • fdr_bh : Benjamini/Hochberg
  • fdr_by : Benjamini/Yekutieli

See statsmodels.stats.multitest.multipletests for details.

alpha : float

familywise error rate
Returns:

table : ndarray or DataFrame

Returns either an ndarray or a DataFrame if labels is not None. Will attempt to get labels from model_results if available. The columns are the Studentized residuals, the unadjusted p-value, and the corrected p-value according to method.

Notes

The unadjusted p-value is stats.t.sf(abs(resid), df) where df = df_resid - 1.