linearmodels.iv.results.IVModelComparison.rsquared

property IVModelComparison.rsquared : Series

Coefficients of determination (R**2).

Returns:

The coefficient of determination of each model.

Return type:

pandas.Series

Notes

The value of a model is NaN if its coefficient of determination is not defined, e.g., if the total sum of squares is zero. See the rsquared of the results of the models.