statsmodels.nonparametric.kernel_regression.KernelCensoredReg.sig_test#
- KernelCensoredReg.sig_test(var_pos, nboot=50, nested_res=25, pivot=False)#
Significance test for the variables in the regression
- Parameters:
- var_possequence
The position of the variable in exog to be tested.
- nboot
int,optional Number of bootstrap samples used to determine the distribution of the test statistic in a finite sample. Default is 50.
- nested_res
int,optional Number of nested resamples used to calculate lambda when pivot is True. Default is 25.
- pivotbool,
optional Pivot the test statistic by dividing by its standard error. Significantly increases computational time, but pivot statistics have more desirable properties. Default is False.
- Returns:
- sig
str The level of significance:
* : at 90% confidence level
** : at 95% confidence level
*** : at 99* confidence level
“Not Significant” : if not significant
- sig