statsmodels.nonparametric.kernel_regression.KernelReg.sig_test

method

KernelReg.sig_test(var_pos, nboot=50, nested_res=25, pivot=False)[source]

Significance test for the variables in the regression.

Parameters
var_pos: sequence

The position of the variable in exog to be tested.

Returns
sig: str

The level of significance:

  • * : at 90% confidence level

  • ** : at 95% confidence level

  • *** : at 99* confidence level

  • “Not Significant” : if not significant