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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.

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