linearmodels.panel.results.compare

compare(results, *, precision='tstats', stars=False)

Compare the results 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.

Returns:

PanelModelComparison

The model comparison object.