import pyfixest as pf
fit = pf.feols("Y ~ X1 + X2 | f1", pf.get_data())
fit.get_performance()
fit._r2, fit._adj_r2, fit._r2_within(np.float64(0.4889939082821597),
np.float64(0.47257816854821877),
np.float64(0.23875790489544113))Feols.get_performance
get_performance()Get Goodness-of-Fit measures.
Compute multiple additional measures commonly reported with linear regression output, including R-squared and adjusted R-squared. Note that variables with the suffix _within use demeaned dependent variables Y, while variables without do not or are invariant to demeaning.
Returns
| Name | Type | Description |
|---|---|---|
| None | The measures are stored on the model object rather than returned. |
Notes
Sets the attributes _rmse, _r2, _adj_r2, _r2_within, and _adj_r2_within. The _within variants are computed on the demeaned dependent variable and are only defined for models with fixed effects.
Examples
The estimation functions call this during fitting, so the measures are available on any fitted model.