3.11.16.2.2.1.3. statsmodels.stats.outliers_influence.OLSInfluence.cov_ratio¶

OLSInfluence.cov_ratio()[source]¶

(cached attribute) covariance ratio between LOOO and original

This uses determinant of the estimate of the parameter covariance from leave-one-out estimates. requires leave one out loop for observations