cleverly.SparseInfluenceWarning

exception cleverly.SparseInfluenceWarning

A few rows carry the influence curve, so the Wald interval may under-cover.

The warning fires when \(\sqrt{(\hat\kappa - 1)/n} > 0.125\), with \(\hat\kappa\) the raw kurtosis of the influence curve. That is close to a Kish effective sample size \(n / \hat\kappa\) below 64. The threshold was set after the X39 pilots were read. result.diagnostics.influence() reports the measures per estimate.