linearmodels.panel.results.PanelModelComparison

class PanelModelComparison(results, *, precision='tstats', stars=False)[source]

Comparison 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.

Attributes
cov_estimator

Covariance estimator descriptions

estimator_method

Estimation methods

f_statistic

F-statistics and P-values

nobs

Parameters for all models

params

Parameters for all models

pvalues

Parameter p-vals for all models

rsquared

Coefficients of determination (R**2)

rsquared_between

Coefficients of determination (R**2)

rsquared_overall

Coefficients of determination (R**2)

rsquared_within

Coefficients of determination (R**2)

std_errors

Parameter standard errors for all models

summary

Model estimation summary.

tstats

Parameter t-stats for all models

Methods

Properties

cov_estimator

Covariance estimator descriptions

estimator_method

Estimation methods

f_statistic

F-statistics and P-values

nobs

Parameters for all models

params

Parameters for all models

pvalues

Parameter p-vals for all models

rsquared

Coefficients of determination (R**2)

rsquared_between

Coefficients of determination (R**2)

rsquared_overall

Coefficients of determination (R**2)

rsquared_within

Coefficients of determination (R**2)

std_errors

Parameter standard errors for all models

summary

Model estimation summary.

tstats

Parameter t-stats for all models