statsmodels.nonparametric.kernel_regression.KernelReg.sig_test¶

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

Significance test for the variables in the regression.

Parameters:¶

var_possequence

The position of the variable in exog to be tested.

Returns:¶

sigstr

The level of significance:

• * : at 90% confidence level

• ** : at 95% confidence level

• *** : at 99* confidence level

• “Not Significant” : if not significant