report.summary

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

Name Type Description Default
models A supported model object (Feols, Fepois, Feiv, FixestMulti) or a list of Feols, Fepois & Feiv models. required
digits int The number of decimal places to round the summary statistics to. Default is 3. 3

Returns

Name Type Description
None

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:  iid
Observations:  997

| Coefficient   |   Estimate |   Std. Error |   t value |   Pr(>|t|) |   2.5% |   97.5% |
|:--------------|-----------:|-------------:|----------:|-----------:|-------:|--------:|
| X1            |     -0.950 |        0.066 |   -14.306 |      0.000 | -1.080 |  -0.819 |
| X2            |     -0.174 |        0.018 |    -9.902 |      0.000 | -0.209 |  -0.140 |
---
RMSE: 1.648 R2: 0.489 R2 Within: 0.239 
###

Estimation:  OLS
Dep. var.: Y, Fixed effects: f1+f2
Inference:  iid
Observations:  997

| Coefficient   |   Estimate |   Std. Error |   t value |   Pr(>|t|) |   2.5% |   97.5% |
|:--------------|-----------:|-------------:|----------:|-----------:|-------:|--------:|
| X1            |     -0.924 |        0.056 |   -16.483 |      0.000 | -1.034 |  -0.814 |
| X2            |     -0.174 |        0.015 |   -11.717 |      0.000 | -0.203 |  -0.145 |
---
RMSE: 1.346 R2: 0.659 R2 Within: 0.303 
###

Estimation:  OLS
Dep. var.: Y, Fixed effects: f1+f2+f3
Inference:  iid
Observations:  997

| Coefficient   |   Estimate |   Std. Error |   t value |   Pr(>|t|) |   2.5% |   97.5% |
|:--------------|-----------:|-------------:|----------:|-----------:|-------:|--------:|
| X1            |     -0.957 |        0.041 |   -23.321 |      0.000 | -1.038 |  -0.877 |
| X2            |     -0.194 |        0.011 |   -17.895 |      0.000 | -0.215 |  -0.173 |
---
RMSE: 0.97 R2: 0.823 R2 Within: 0.481