OLSInfluence.sigma2_not_obsi()

statsmodels.stats.outliers_influence.OLSInfluence.sigma2_not_obsi

OLSInfluence.sigma2_not_obsi() [source]

(cached attribute) error variance for all LOOO regressions

This is ‘mse_resid’ from each auxiliary regression.

uses results from leave-one-observation-out loop