linearmodels.panel.results.PanelEffectsResults.corr_squared_within¶

property PanelEffectsResults.corr_squared_within : float¶

Within coefficient of determination using squared correlation

Returns:¶

Within coefficient of determination

Return type:¶

float

Notes

The within rsquared measures the fit of the dependent purged of entity effects on the exogenous purged of entity effects.

This measure is based on the squared correlation between the entity-wise demeaned dependent variables and their demeaned predictions.

\[Corr[y_{it}-\bar{y}_i, (x_{it}-\bar{x}_i)\hat{\beta}]\]

This measure does not account for weights.