statsmodels.discrete.count_model.ZeroInflatedNegativeBinomialResults.get_influence

ZeroInflatedNegativeBinomialResults.get_influence()

Influence and outlier measures

See notes section for influence measures that do not apply for zero inflated models.

Returns:
MLEInfluence

The instance has methods to calculate the main influence and outlier measures as attributes.

Notes

ZeroInflated models have functions that are not differentiable with respect to sample endog if endog=0. This means that generalized leverage cannot be computed in the usual definition.

Currently, both the generalized leverage, in hat_matrix_diag attribute and studetized residuals are not available. In the influence plot generalized leverage is replaced by a hat matrix diagonal that only takes combined exog into account, computed in the same way as for OLS. This is a measure for exog outliers but does not take specific features of the model into account.


Last update: Feb 28, 2024