statsmodels / statsmodels/statsmodels
REF/ENH: outliers_influence summary_frame options
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Description
I think we should make some things optional
dfbetas could be optional, and we could add, as an option, the predict_mean .... ci from the summary_table function to the DataFrame
IIRC (check): the residual variance estimate differs, has a correction term, for the exog that where used in estimation compared to general exog in predict. So this would be useful independent of enhancements to predict in #719
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Research direction
Locate the outliers_influence summary_frame and summary_table entry points, then review issue #719 for related prediction work. Clarify the intended optional dfbetas and predict_mean confidence-interval behavior, including the residual-variance correction, before defining tests and completion criteria.
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Assessment
- Tech stack
- python
- Domain
- data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100