linearmodels.panel.results.PanelModelComparison¶
-
class linearmodels.panel.results.PanelModelComparison(results: list[PanelEffectsResults | PanelResults | RandomEffectsResults] | dict[str, PanelEffectsResults | PanelResults | RandomEffectsResults], *, precision: str =
'tstats'
, stars: bool =False
)[source]¶ Comparison of multiple models
- Parameters:¶
- results: list[PanelEffectsResults | PanelResults | RandomEffectsResults] | dict[str, PanelEffectsResults | PanelResults | RandomEffectsResults]¶
Set of results to compare. If a dict, the keys will be used as model names.
- precision: str =
'tstats'
¶ Estimator precision estimator to include in the comparison output. Default is “tstats”.
- stars: bool =
False
¶ 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.
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