[Python] For Pyfixest: how to access adjusted R2 from the summary of feols?

Discussão em 'Python' iniciado por Stack, Junho 22, 2025.

  1. Stack

    Stack Membro Participativo

    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

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