report.summary(models, digits= 3 )
Print a summary of estimation results for each estimated model.
For each model, this method prints a header indicating the fixed-effects and the dependent variable, followed by a table of coefficient estimates with standard errors, t-values, and p-values.
Parameters
models
A supported model object (Feols, Fepois, Feiv, FixestMulti) or a list of
Feols, Fepois & Feiv models.
required
digits
int
The number of decimal places to round the summary statistics to. Default is 3.
3
Examples
import pyfixest as pf
# load data
df = pf.get_data()
fit1 = pf.feols("Y~X1 + X2 | f1" , df)
fit2 = pf.feols("Y~X1 + X2 | f1 + f2" , df)
fit3 = pf.feols("Y~X1 + X2 | f1 + f2 + f3" , df)
pf.summary([fit1, fit2, fit3])
###
Estimation: OLS
Dep. var.: Y, Fixed effects: f1
sample: None = all
Inference: iid
Observations: 997
| Coefficient | Estimate | Std. Error | t value | Pr(>|t|) | 2.5% | 97.5% |
|:--------------|-----------:|-------------:|----------:|-----------:|-------:|--------:|
| X1 | -0.950 | 0.066 | -14.306 | 0.000 | -1.080 | -0.819 |
| X2 | -0.174 | 0.018 | -9.902 | 0.000 | -0.209 | -0.140 |
---
RMSE: 1.648 R2: 0.489 R2 Within: 0.239
###
Estimation: OLS
Dep. var.: Y, Fixed effects: f1 + f2
sample: None = all
Inference: iid
Observations: 997
| Coefficient | Estimate | Std. Error | t value | Pr(>|t|) | 2.5% | 97.5% |
|:--------------|-----------:|-------------:|----------:|-----------:|-------:|--------:|
| X1 | -0.924 | 0.056 | -16.483 | 0.000 | -1.034 | -0.814 |
| X2 | -0.174 | 0.015 | -11.717 | 0.000 | -0.203 | -0.145 |
---
RMSE: 1.346 R2: 0.659 R2 Within: 0.303
###
Estimation: OLS
Dep. var.: Y, Fixed effects: f1 + f2 + f3
sample: None = all
Inference: iid
Observations: 997
| Coefficient | Estimate | Std. Error | t value | Pr(>|t|) | 2.5% | 97.5% |
|:--------------|-----------:|-------------:|----------:|-----------:|-------:|--------:|
| X1 | -0.957 | 0.041 | -23.321 | 0.000 | -1.038 | -0.877 |
| X2 | -0.194 | 0.011 | -17.895 | 0.000 | -0.215 | -0.173 |
---
RMSE: 0.97 R2: 0.823 R2 Within: 0.481