如何在 Python 中计算学生化残差? [英] How to compute Studentized Residuals in Python?
问题描述
我已经尝试寻找这个问题的答案,但到目前为止我还没有找到任何答案.我使用 statsmodel 在均值插补数据集上实现了普通最小二乘回归模型.我可以访问 OLS 结果中的残差列表,但不能访问学生化残差.如何计算/获得学生化残差?我知道计算学生残差的公式,但我不确定如何在 Python 中编写此公式.
I've tried searching for an answer to this problem but so far I haven't found any. I used statsmodel to implement an Ordinary Least Squares regression model on a mean-imputed dataset. I can access the list of residuals in the OLS results, but not studentized residuals. How can I calculate/get studentized residuals? I know the formula for calculating studentized residuals but I'm not exactly sure how to code this formula in Python.
提前致谢.
更新:我找到了答案.我可以从 OLS reults 的 outlier_test() 函数中获得一个包含学生化残差的数据框.
UPDATE: I've found the answer. I can get a dataframe containing the studentized residuals from the outlier_test() function from OLS reults.
推荐答案
我正在处理同样的问题.解决方案是使用 statsmodels
库:
I was dealing with the same issue. The solution is to use the statsmodels
library:
from statsmodels.stats.outliers_influence import OLSInfluence
它包含一个 resid_studentized_internal
方法.
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