from __future__ import print_function
import numpy as np
import pandas as pd
from scipy import stats
import statsmodels.api as sm
import matplotlib.pyplot as plt
from statsmodels.sandbox.regression.predstd import wls_prediction_std
from statsmodels.iolib.table import (SimpleTable, default_txt_fmt)
np.random.seed(1024)

nsample = 50
x = np.linspace(0, 20, nsample)
X = np.column_stack((x, (x - 5)**2))
X = sm.add_constant(X)
beta = [5., 0.5, -0.01]
sig = 0.5
w = np.ones(nsample)
w[nsample * 6//10:] = 3
y_true = np.dot(X, beta)
e = np.random.normal(size=nsample)
y = y_true + sig * w * e
X = X[:,[0,1]]

mod_wls = sm.WLS(y, X, weights=1./(w ** 2))
res_wls = mod_wls.fit()
res_ols = sm.OLS(y, X).fit()

infl = res_ols.get_influence()
print(infl.resid_studentized_internal)

infl1 = res_wls.get_influence()
print(infl1.resid_studentized_internal)

----> 8 infl1 = res_wls.get_influence()
      9 print(infl1.resid_studentized_internal)
     10 # print(res_wls.summary())

~AppDataLocalProgramsPythonPython36libsite-packagesstatsmodelsbasewrapper.py in __getattribute__(self, attr)
     33             pass
     34
---> 35         obj = getattr(results, attr)
     36         data = results.model.data
     37         how = self._wrap_attrs.get(attr)

AttributeError: 'RegressionResults' object has no attribute 'get_influence'