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 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

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:  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