report.summary(models, digits= 3 )
Print a summary of estimation results for each estimated model.
For each model, this method prints a header indicating the fixed-effects and the dependent variable, followed by a table of coefficient estimates with standard errors, t-values, and p-values.
Parameters
models
list[Union[Feols, Fepois, Feiv]] or FixestMulti.
The models to be summarized.
required
digits
int
The number of decimal places to round the summary statistics to. Default is 3.
3
Examples
import pyfixest as pf
# load data
df = pf.get_data()
fit1 = pf.feols("Y~X1 + X2 | f1" , df)
fit2 = pf.feols("Y~X1 + X2 | f1 + f2" , df)
fit3 = pf.feols("Y~X1 + X2 | f1 + f2 + f3" , df)
pf.summary([fit1, fit2, fit3])
###
Estimation: OLS
Dep. var.: Y, Fixed effects: f1
Inference: CRV1
Observations: 997
| Coefficient | Estimate | Std. Error | t value | Pr(>|t|) | 2.5% | 97.5% |
|:--------------|-----------:|-------------:|----------:|-----------:|-------:|--------:|
| X1 | -0.950 | 0.067 | -14.273 | 0.000 | -1.086 | -0.813 |
| X2 | -0.174 | 0.018 | -9.469 | 0.000 | -0.212 | -0.137 |
---
RMSE: 1.648 R2: 0.489 R2 Within: 0.239
###
Estimation: OLS
Dep. var.: Y, Fixed effects: f1+f2
Inference: CRV1
Observations: 997
| Coefficient | Estimate | Std. Error | t value | Pr(>|t|) | 2.5% | 97.5% |
|:--------------|-----------:|-------------:|----------:|-----------:|-------:|--------:|
| X1 | -0.924 | 0.061 | -15.165 | 0.000 | -1.049 | -0.799 |
| X2 | -0.174 | 0.015 | -11.918 | 0.000 | -0.204 | -0.144 |
---
RMSE: 1.346 R2: 0.659 R2 Within: 0.303
###
Estimation: OLS
Dep. var.: Y, Fixed effects: f1+f2+f3
Inference: CRV1
Observations: 997
| Coefficient | Estimate | Std. Error | t value | Pr(>|t|) | 2.5% | 97.5% |
|:--------------|-----------:|-------------:|----------:|-----------:|-------:|--------:|
| X1 | -0.957 | 0.039 | -24.645 | 0.000 | -1.037 | -0.878 |
| X2 | -0.194 | 0.009 | -21.730 | 0.000 | -0.212 | -0.176 |
---
RMSE: 0.97 R2: 0.823 R2 Within: 0.481