statsmodels.nonparametric.kernel_regression.KernelReg.sig_test

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

Significance test for the variables in the regression.

Parameters:

var_pos (sequence) – The position of the variable in exog to be tested.

Returns:

sig –

The level of significance:

• * : at 90% confidence level

• ** : at 95% confidence level

• *** : at 99* confidence level

• ”Not Significant” : if not significant

Return type:

str