I am using pyfixest for python (not R), and it looks close to impossible to obtain simple statistics, such as number of observations and the R-squared. I get the slopes, and I can get them even in a nice data frame using tidy(), but simple parameters that the output reports cannot be obtained for further processing: res = pf.feols(regmodel, subset, vcov={"CRV1": "gvkey + dyear"}) print(res.summary()) tidy_df = res.tidy() ### Estimation: OLS Dep. var.: ln_abs_mv15, Fixed effects: 0 Inference: CRV1 Observations: 18825 | Coefficient | Estimate | Std. Error | t value | Pr(>|t|) | 2.5% | 97.5% | |:--------------|-----------:|-------------:|----------:|-----------:|-------:|--------:| | Intercept | 2.985 | 0.105 | 28.334 | 0.000 | 2.772 | 3.197 | --- RMSE: 0.816 R2: 0.713 Continue reading...