linearmodels.panel.results.FamaMacBethResults.rsquared_between

property FamaMacBethResults.rsquared_between: float

Between Coefficient of determination

Returns:
float

Between coefficient of determination

Notes

The between rsquared measures the fit of the time-averaged dependent variable on the time averaged dependent variables. It accounts for the weights used in the estimation of the model.

See the mathematical reference in the documentation for the formal definition of this measure.

Return type:

float