pub fn dffits(fit: &OlsFit) -> Array1<f64>Expand description
DFFITS ᵢ for each observation.
DFFITSᵢ = tᵢ · √(hᵢ / (1 − hᵢ))
where tᵢ is the externally studentized residual and hᵢ the leverage.
It measures, in standard-error units, how much observation i’s own fitted
value changes when that observation is deleted from the fit — a leave-one-out
influence measure.
A commonly cited flag is |DFFITSᵢ| > 2·√(p/n) (convention, not a hard rule).
DFFITS uses the external (leave-one-out) residual scale, whereas
cooks_distance uses the internal one; the two
normally agree, but DFFITS reacts more sharply to a lone extreme outlier since
that point is excluded from the scale it is judged against. Entries are NaN
where the external studentized residual is undefined (n − p − 1 < 1).