statsmodels.stats.outliers_influence.OLSInfluence.cooks_distance

OLSInfluence.cooks_distance

Cooks distance

Uses original results, no nobs loop

References

*

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