linearmodels.panel.results.PanelEffectsResults.corr_squared_between¶
- property PanelEffectsResults.corr_squared_between : float¶
Between Coefficient of determination using squared correlation
Notes
The between rsquared measures the fit of the time-averaged dependent variable on the time averaged dependent variables.
This measure is based on the squared correlation between the entity-wise averaged dependent variables and their average predictions.
\[Corr[\bar{y}_i, \bar{x}_i\hat{\beta}]\]This measure does not account for weights.