3.11.16. statsmodels.stats.outliers_influence¶
Influence and Outlier Measures
Created on Sun Jan 29 11:16:09 2012
Author: Josef Perktold License: BSD-3
3.11.16.1. Functions¶
maybe_unwrap_results(results) |
Gets raw results back from wrapped results. |
multipletests(pvals[, alpha, method, ...]) |
test results and p-value correction for multiple tests |
outlier_test(model_results[, method, alpha, ...]) |
Outlier Tests for RegressionResults instances. |
reset_ramsey(res[, degree]) |
Ramsey’s RESET specification test for linear models |
summary_table(res[, alpha]) |
generate summary table of outlier and influence similar to SAS |
variance_inflation_factor(exog, exog_idx) |
variance inflation factor, VIF, for one exogenous variable |
3.11.16.2. Classes¶
OLS(endog[, exog, missing, hasconst]) |
A simple ordinary least squares model. |
OLSInfluence(results) |
class to calculate outlier and influence measures for OLS result |