6.5.5.3.4.1.3. statsmodels.sandbox.nonparametric.kernel_extras.SemiLinear.cv_loo¶

SemiLinear.cv_loo(params)[source]¶

Similar to the cross validation leave-one-out estimator.

Modified to reflect the linear components.

Parameters:

params: array_like

Vector consisting of the coefficients (b) and the bandwidths (bw). The first k_linear elements are the coefficients.

Returns:

L: float

The value of the objective function

References

See p.254 in [1]