What is Kernal regression in the StatsModels library?

This recipe describes what is Kernal regression in the StatsModels library

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Recipe Objective - What is Kernal regression in the StatsModels library?

Kernel regression (provided by KernelReg) is based on the identical product kernel approach as KDEMultivariate, so it has the same functions (mixed data, cross-validated bandwidth estimation, kernel) as described above for KDEMultivariate. Censored regression is provided by KernelCensoredReg.

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KernelReg:

Nonparametric kernel regression class.

Parameters:

endog => Dependent variable

exog => Independent variable(s)

var_type => type of variables(c : continuous, u : unordered (discrete),o : ordered (discrete))

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