statsmodels.stats.outliers_influence.GLMInfluence.summary_frame

GLMInfluence.summary_frame()

Creates a DataFrame with influence results.

Returns:

frame – A DataFrame with selected results for each observation. The index will be the same as provided to the model.

Return type:

pandas DataFrame

Notes

The resultant DataFrame contains six variables in addition to the dfbetas. These are:

  • cooks_d : Cook’s Distance defined in cooks_distance

  • standard_resid : Standardized residuals defined in resid_studentizedl

  • hat_diag : The diagonal of the projection, or hat, matrix defined in hat_matrix_diag. Not included if None.

  • dffits_internal : DFFITS statistics using internally Studentized residuals defined in d_fittedvalues_scaled