statsmodels.stats.outliers_influence.OLSInfluence.dffits
static OLSInfluence.dffits() [source]
(cached attribute) dffits measure for influence of an observation based on resid_studentized_external, uses results from leave-one-observation-out loop It is recommended that observations with dffits large than a threshold of 2 sqrt{k / n} where k is the number of parameters, should be investigated. Returns:
dffits: float : dffits_threshold : float References Wikipedia