statsmodels.stats.outliers_influence.OLSInfluence.get_resid_studentized_external
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OLSInfluence.get_resid_studentized_external(sigma=None)
[source] -
calculate studentized residuals
Parameters: sigma : None or float
estimate of the standard deviation of the residuals. If None, then the estimate from the regression results is used.
Returns: stzd_resid : ndarray
studentized residuals
Notes
studentized residuals are defined as
resid / sigma / np.sqrt(1 - hii)
where resid are the residuals from the regression, sigma is an estimate of the standard deviation of the residuals, and hii is the diagonal of the hat_matrix.
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