OLSInfluence.resid_var()
statsmodels.stats.outliers_influence.OLSInfluence.resid_var
-
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
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.stats.outliers_influence.OLSInfluence.resid_var.html
