linearmodels.panel.results.PanelResults¶

class linearmodels.panel.results.PanelResults(res: AttrDict)[source]¶

Results container for panel data models that do not include effects

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

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_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
loglik	Log-likelihood of model
model_ss	Residual sum of squares
name	Model name
nobs	Number of observations used to estimate the model
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_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
wresids	Weighted model residuals