Feols.pvalue

pvalue()

Coefficient p-values as a pandas Series.

Returns the Pr(>|t|) column of tidy(), for the two-sided null that a coefficient is zero.

Returns

Name	Type	Description
	pandas.Series	p-values, indexed by coefficient name.

Examples

import pyfixest as pf

fit = pf.feols("Y ~ X1 + X2 | f1", pf.get_data())
fit.pvalue()

Coefficient
X1    0.0
X2    0.0
Name: Pr(>|t|), dtype: float64