linearmodels.panel.results.RandomEffectsResults.corr_squared_between

property RandomEffectsResults.corr_squared_between: float

Between Coefficient of determination using squared correlation

Returns
float

Between coefficient of determination

Notes

The between rsquared measures the fit of the time-averaged dependent variable on the time averaged dependent variables.

This measure is based on the squared correlation between the entity-wise averaged dependent variables and their average predictions.

\[Corr[\bar{y}_i, \bar{x}_i\hat{\beta}]\]

This measure does not account for weights.

Return type

float