Can scipy.stats identify and mask obvious outliers?

Question

With scipy.stats.linregress I am performing a simple linear regression on some sets of highly correlated x,y experimental data, and initially visually inspecting each x,y sc

Answer 1

scipy.stats doesn't have anything directly for outliers, so as answer some links and advertising for statsmodels (which is a statistics complement for scipy.stats)

for identifying outliers

http://jpktd.blogspot.ca/2012/01/influence-and-outlier-measures-in.html

http://jpktd.blogspot.ca/2012/01/anscombe-and-diagnostic-statistics.html

http://statsmodels.sourceforge.net/devel/generated/statsmodels.stats.outliers_influence.OLSInfluence.html

instead of masking, a better approach is to use a robust estimator

http://statsmodels.sourceforge.net/devel/rlm.html

with examples, where unfortunately the plots are currently not displayed http://statsmodels.sourceforge.net/devel/examples/generated/tut_ols_rlm.html

RLM downweights outliers. The estimation results have a weights attribute, and for outliers the weights are smaller than 1. This can also be used for finding outliers. RLM is also more robust if the are several outliers.