linearmodels.iv.absorbing.AbsorbingLSResults.rsquared¶
- property AbsorbingLSResults.rsquared : float¶
Coefficient of determination (R**2).
Notes
The total sum of squares is centered if the model has a constant. The coefficient of determination is NaN if the total sum of squares is zero, up to rounding error, since it is not defined then, e.g., if the dependent variable does not vary in a model with a constant, or is all zero. No error or warning is raised.