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