OLSResults.outlier_test()

statsmodels.regression.linear_model.OLSResults.outlier_test

OLSResults.outlier_test(method='bonf', alpha=0.05) [source]

Test observations for outliers according to method

Parameters:	method : str bonferroni : one-step correction sidak : one-step correction holm-sidak : holm : simes-hochberg : hommel : fdr_bh : Benjamini/Hochberg fdr_by : Benjamini/Yekutieli See statsmodels.stats.multitest.multipletests for details. alpha : float familywise error rate
Returns:	table : ndarray or DataFrame Returns either an ndarray or a DataFrame if labels is not None. Will attempt to get labels from model_results if available. The columns are the Studentized residuals, the unadjusted p-value, and the corrected p-value according to method.

Notes

The unadjusted p-value is stats.t.sf(abs(resid), df) where df = df_resid - 1.