statsmodels.nonparametric.kernel_regression.KernelReg.r_squared

KernelReg.r_squared()

Returns the R-Squared for the nonparametric regression.

Notes

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

$$R^{2}=\frac{\left[\sum_{i=1}^{n} (Y_{i}-\bar{y})(\hat{Y_{i}}-\bar{y}\right]^{2}}{\sum_{i=1}^{n} (Y_{i}-\bar{y})^{2}\sum_{i=1}^{n}(\hat{Y_{i}}-\bar{y})^{2}},$$

where $\hat{Y_{i}}$ is the mean calculated in fit at the exog points.