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This is a solid package. https://github.com/JuliaStats/MixedModels.jl
Sorry, I saw mixed models and got excited. It looks like there's an older package that would calculate Cook's distance, but it appears to be unmaintained. https://github.com/joemliang/RegTools.jl
NOTE:
The number of mentions on this list indicates mentions on common posts plus user suggested alternatives.
Hence, a higher number means a more popular project.