statsmodels.stats.outliers_influence.MLEInfluence.d_fittedvalues_scaled¶
-
property
MLEInfluence.
d_fittedvalues_scaled
¶ Change in fittedvalues scaled by standard errors
This uses one-step approximation of the parameter change to deleting one observation
d_params
, and divides by the standard errors for the predicted mean provided by results.get_prediction.