linearmodels.panel.results.PanelEffectsResults.rsquared_overall¶

property PanelEffectsResults.rsquared_overall : float¶

Overall coefficient of determination

Returns:¶

Between coefficient of determination

Return type:¶

float

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.