statsmodels.nonparametric.kernel_regression.KernelReg.r_squared¶

KernelReg.r_squared()[source]¶

Returns the R-Squared for the nonparametric regression.

Notes

For more details see p.45 in [2] The R-Squared is calculated by:

$$R^2=\frac{{[\sum _{i=1}^n(Y_i-\overline{y})(\widehat{Y_i}-\overline{y}]}^2}{\sum _{i=1}^n(Y_i-\overline{y}{)}^2\sum _{i=1}^n(\widehat{Y_i}-\overline{y}{)}^2},$$

where $\widehat{Y_i}$ is the mean calculated in fit at the exog points.