linearmodels.iv.results.IVGMMResults.rsquared_adj¶

property IVGMMResults.rsquared_adj : float¶

Sample-size adjusted coefficient of determination (R**2).

Returns:¶

The adjusted coefficient of determination.

Return type:¶

float

Notes

It is NaN if rsquared is NaN, and if the model has as many parameters as observations, so that it has no residual degrees of freedom.