statsmodels.stats.outliers_influence.OLSInfluence.cooks_distance#

OLSInfluence.cooks_distance[source]#

Cook’s distance

Uses original results, no nobs loop

Based on:

Eubank, R. L. (1999). Nonparametric regression and spline: smoothing. CRC press.
Cook’s distance. (n.d.). In Wikipedia. July 2019, from: https://en.wikipedia.org/wiki/Cook%27s_distance