KernelReg.r_squared()

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:

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

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

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.nonparametric.kernel_regression.KernelReg.r_squared.html

doc_statsmodels

2025-01-10 15:47:30

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