linearmodels.panel.results.FamaMacBethResults.avg_adj_rsquared¶

property FamaMacBethResults.avg_adj_rsquared : float¶

The average coefficient of determination, adjusted for sample size.

This value contains the average of the individual adjusted rsquared values across the nobs cross-sectional regressions. An rsquare value is only included in the average if a cross-section has full rank and if the number of dependent variables in a cross-section is larger than the number of regressors.