statsmodels.stats.outliers_influence.MLEInfluence.resid_score_factor

MLEInfluence.resid_score_factor()[source]

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: Nhis might have nan values if second derivative, hessian_factor, is positive, i.e. loglikelihood is not globally concave w.r.t. linear predictor. (This occured in an example for GeneralizedPoisson)


Last update: Jun 14, 2024