static OLSInfluence.cov_ratio()

statsmodels.stats.outliers_influence.OLSInfluence.cov_ratio

static OLSInfluence.cov_ratio() [source]

(cached attribute) covariance ratio between LOOO and original

This uses determinant of the estimate of the parameter covariance from leave-one-out estimates. requires leave one out loop for observations

doc_statsmodels
2017-01-18 16:18:05
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