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linearmodels 4.27 linearmodels.panel.results.FamaMacBethResults.s2

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Panel Data Model Estimation
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linearmodels.panel.results.FamaMacBethResults

linearmodels 4.27

Instrumental Variable Estimation
Panel Data Model Estimation
Linear Factor Models for Asset Pricing
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linearmodels.panel.results.FamaMacBethResults.s2¶

property FamaMacBethResults.s2: float¶

Residual variance estimator

Return type: float

Previous linearmodels.panel.results.FamaMacBethResults.rsquared_within

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