Skip to content

linearmodels v4.28 (+28) linearmodels.asset_pricing.results.LinearFactorModelResults.residual_ss

Type to start searching

Release Development

Linear Factor Models for Asset Pricing
Module Reference
linearmodels.asset_pricing.results.LinearFactorModelResults

linearmodels v4.28 (+28)

Instrumental Variable Estimation
Panel Data Model Estimation
Linear Factor Models for Asset Pricing
System Regression Models
Utilities
Compatibility
Module Plans
Contributing
Change Log
References

Show Source

linearmodels.asset_pricing.results.LinearFactorModelResults.residual_ss¶

property LinearFactorModelResults.residual_ss: float¶

Residual sum of squares

Return type:: float

Previous linearmodels.asset_pricing.results.LinearFactorModelResults.pvalues

Next linearmodels.asset_pricing.results.LinearFactorModelResults.risk_premia

© Copyright 2017, Kevin Sheppard.

Created using Sphinx 5.0.2. and Material for Sphinx