linearmodels.panel.results.FamaMacBethResults.rsquared_overall¶
- property FamaMacBethResults.rsquared_overall : float¶
Overall coefficient of determination
Notes
The overall rsquared measures the fit of the dependent variable on the dependent variables ignoring any included effects. 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.