statsmodels.nonparametric.kernel_regression.KernelCensoredReg

class statsmodels.nonparametric.kernel_regression.KernelCensoredReg(endog, exog, var_type, reg_type, bw='cv_ls', censor_val=0, defaults=None)

Nonparametric censored regression.

Calculates the conditional mean E[y|X] where y = g(X) + e, where y is left-censored. Left censored variable Y is defined as Y = min {Y', L} where L is the value at which Y is censored and Y' is the true value of the variable.

Parameters

endoglist with one element which is array_like

This is the dependent variable.

exoglist

The training data for the independent variable(s) Each element in the list is a separate variable

dep_typestr

The type of the dependent variable(s) c: Continuous u: Unordered (Discrete) o: Ordered (Discrete)

reg_typestr

Type of regression estimator lc: Local Constant Estimator ll: Local Linear Estimator

bwarray_like

Either a user-specified bandwidth or the method for bandwidth selection. cv_ls: cross-validation least squares aic: AIC Hurvich Estimator

censor_valfloat

Value at which the dependent variable is censored

defaultsEstimatorSettings instance, optional

The default values for the efficient bandwidth estimation

Attributes

bwarray_like

The bandwidth parameters

Methods

aic_hurvich(bw[, func])	Computes the AIC Hurvich criteria for the estimation of the bandwidth.
censored(censor_val)
cv_loo(bw, func)	The cross-validation function with leave-one-out estimator
fit([data_predict])	Returns the marginal effects at the data_predict points.
loo_likelihood()
r_squared()	Returns the R-Squared for the nonparametric regression.
sig_test(var_pos[, nboot, nested_res, pivot])	Significance test for the variables in the regression.