statsmodels.stats.outliers_influence.OLSInfluence.get_resid_studentized_external

OLSInfluence.get_resid_studentized_external(sigma=None)

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

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.