/usr/share/pyshared/statsmodels/sandbox/nonparametric/ is in python-statsmodels 0.4.2-1.2.
This file is owned by root:root, with mode 0o755.
..
/usr/share/pyshared/statsmodels/sandbox/nonparametric/__init__.py
/usr/share/pyshared/statsmodels/sandbox/nonparametric/densityorthopoly.py
/usr/share/pyshared/statsmodels/sandbox/nonparametric/kde2.py
/usr/share/pyshared/statsmodels/sandbox/nonparametric/kdecovclass.py
/usr/share/pyshared/statsmodels/sandbox/nonparametric/kernels.py
/usr/share/pyshared/statsmodels/sandbox/nonparametric/smoothers.py
/usr/share/pyshared/statsmodels/sandbox/nonparametric/testdata.py
/usr/share/pyshared/statsmodels/sandbox/nonparametric/tests/
/usr/share/pyshared/statsmodels/sandbox/nonparametric/tests/ex_gam_am_new.py
/usr/share/pyshared/statsmodels/sandbox/nonparametric/tests/ex_gam_new.py
/usr/share/pyshared/statsmodels/sandbox/nonparametric/tests/ex_smoothers.py
/usr/share/pyshared/statsmodels/sandbox/nonparametric/tests/test_smoothers.py