linearmodels.panel.results.PanelModelComparison¶
- class PanelModelComparison(results, *, precision='tstats', stars=False)[source]¶
Comparison of multiple models
- Parameters:
- results{
list
,dict
} Set of results to compare. If a dict, the keys will be used as model names.
- precision{“tstats”,”std_errors”, “std-errors”, “pvalues”}
Estimator precision estimator to include in the comparison output. Default is “tstats”.
- starsbool
Add stars based on the p-value of the coefficient where 1, 2 and 3-stars correspond to p-values of 10%, 5% and 1%, respectively.
- results{
- Attributes:
cov_estimator
Covariance estimator descriptions
estimator_method
Estimation methods
f_statistic
F-statistics and P-values
nobs
Parameters for all models
params
Parameters for all models
pvalues
Parameter p-vals for all models
rsquared
Coefficients of determination (R**2)
rsquared_between
Coefficients of determination (R**2)
rsquared_overall
Coefficients of determination (R**2)
rsquared_within
Coefficients of determination (R**2)
std_errors
Parameter standard errors for all models
summary
Model estimation summary.
tstats
Parameter t-stats for all models
Methods
Properties
Covariance estimator descriptions
Estimation methods
F-statistics and P-values
Parameters for all models
Parameters for all models
Parameter p-vals for all models
Coefficients of determination (R**2)
Coefficients of determination (R**2)
Coefficients of determination (R**2)
Coefficients of determination (R**2)
Parameter standard errors for all models
Model estimation summary.
Parameter t-stats for all models