linearmodels.panel.results.RandomEffectsResults.rsquared_within

property RandomEffectsResults.rsquared_within: float

Within coefficient of determination

Returns
float

Within coefficient of determination

Notes

The within rsquared measures the fit of the dependent purged of entity effects on the exogenous purged of entity effects. It accounts for the weights used in the estimation of the model.

See the mathematical reference in the documentation for the formal definition of this measure.

Return type

float