statsmodels.stats.outliers_influence.GLMInfluence.resid_score_factor#
- GLMInfluence.resid_score_factor()#
Score residual divided by sqrt of hessian factor
experimental, agrees with GLMInfluence for Binomial and Gaussian. This corresponds to considering the linear predictors as parameters of the model.
Note: This might have nan values if second derivative, hessian_factor, is positive, i.e. loglikelihood is not globally concave w.r.t. linear predictor. (This occurred in an example for GeneralizedPoisson)