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