Feols.tstat

tstat()

Coefficient t-statistics as a pandas Series.

Returns the t value column of tidy(), i.e. each estimate divided by its standard error.

Returns

Name	Type	Description
	pandas.Series	t-statistics, indexed by coefficient name.

Examples

import pyfixest as pf

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

Coefficient
X1   -14.305943
X2    -9.901590
Name: t value, dtype: float64