linearmodels.panel.results.PanelEffectsResults¶
- class PanelEffectsResults(res)[source]¶
Results container for panel data models that include effects
- Attributes:
corr_squared_between
Between Coefficient of determination using squared correlation
corr_squared_overall
Overall coefficient of determination using squared correlation
corr_squared_within
Within coefficient of determination using squared correlation
cov
Estimated covariance of parameters
df_model
Model degree of freedom
df_resid
Residual degree of freedom
entity_info
Statistics on observations per entity
estimated_effects
Estimated effects
f_pooled
Test that included effects are jointly zero.
f_statistic
Joint test of significance for non-constant regressors
f_statistic_robust
Joint test of significance for non-constant regressors
fitted_values
Fitted values
idiosyncratic
Idiosyncratic error
included_effects
List of effects included in the model
loglik
Log-likelihood of model
model_ss
Residual sum of squares
name
Model name
nobs
Number of observations used to estimate the model
other_info
Statistics on observations per group for other effects
params
Estimated parameters
pvalues
Parameter p-vals.
resid_ss
Residual sum of squares
resids
Model residuals
rsquared
Model Coefficient of determination
rsquared_between
Between Coefficient of determination
rsquared_inclusive
Model Coefficient of determination including fit of included effects
rsquared_overall
Overall coefficient of determination
rsquared_within
Within coefficient of determination
s2
Residual variance estimator
std_errors
Estimated parameter standard errors
summary
Model estimation summary.
time_info
Statistics on observations per time interval
total_ss
Total sum of squares
tstats
Parameter t-statistics
variance_decomposition
Decomposition of total variance into effects and residuals
wresids
Weighted model residuals
Methods
conf_int
([level])Confidence interval construction
predict
([exog, data, fitted, effects, ...])In- and out-of-sample predictions
wald_test
([restriction, value, formula])Test linear equality constraints using a Wald test
Properties
Between Coefficient of determination using squared correlation
Overall coefficient of determination using squared correlation
Within coefficient of determination using squared correlation
Estimated covariance of parameters
Model degree of freedom
Residual degree of freedom
Statistics on observations per entity
Estimated effects
Test that included effects are jointly zero.
Joint test of significance for non-constant regressors
Joint test of significance for non-constant regressors
Fitted values
Idiosyncratic error
List of effects included in the model
Log-likelihood of model
Residual sum of squares
Model name
Number of observations used to estimate the model
Statistics on observations per group for other effects
Estimated parameters
Parameter p-vals.
Residual sum of squares
Model residuals
Model Coefficient of determination
Between Coefficient of determination
Model Coefficient of determination including fit of included effects
Overall coefficient of determination
Within coefficient of determination
Residual variance estimator
Estimated parameter standard errors
Model estimation summary.
Statistics on observations per time interval
Total sum of squares
Parameter t-statistics
Decomposition of total variance into effects and residuals
Weighted model residuals