statsmodels / statsmodels/statsmodels
ENH: API for outlier_test in OLSResults
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Description
I'm running the outlier test with plain numpy arrays as data, and the return of outlier_test is just an array with 3 columns. This should be made more convenient and informative, maybe return a results class, and an option to show only the top results.
(some of this is redundant if pandas has been used for the model data)
Also, the function in outlier_influence has labels and order options but those are not available in the OLSResults method.
(there should be related issues for extending outlier_test to other models.)
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with the OLSResults outlier_test method and compare it with the function in outlier_influence, especially their existing labels and order options. Clarify the desired results-class and top-results behavior, then verify that the OLSResults API supports informative output for NumPy-array data while retaining the existing three-column results.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- analytics, data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 30/100