static OLSInfluence.resid_var()

statsmodels.stats.outliers_influence.OLSInfluence.resid_var

static OLSInfluence.resid_var() [source]

(cached attribute) estimate of variance of the residuals

sigma2 = sigma2_OLS * (1 - hii)

where hii is the diagonal of the hat matrix

doc_statsmodels
2017-01-18 16:18:11
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