statsmodels.stats.outliers_influence.MLEInfluence.resid_studentized

MLEInfluence.resid_studentized

studentized default residuals.

This uses the residual in resid attribute, which is by default resid_pearson and studentizes is using the generalized leverage.

self.resid / np.sqrt(1 - self.hat_matrix_diag)

Studentized residuals are not available if hat_matrix_diag is None.


Last update: Apr 19, 2024