r2 {fixest} | R Documentation |
fixest
modelsReports different R2s for fixest
estimations (e.g. feglm
or feols
).
r2(x, type = "all")
x |
A |
type |
A character vector representing the R2 to compute. The R2 codes are of the form: "wapr2" with letters "w" (within), "a" (adjusted) and "p" (pseudo) possibly missing. E.g. to get the regular R2: use |
Returns a named vector.
Laurent Berge
# Load trade data data(trade) # We estimate the effect of distance on trade (with 3 fixed-effects) est_pois = femlm(Euros ~ log(dist_km)|Origin+Destination+Product, trade) # Squared correlation: r2(est_pois, "sq.cor") # "regular" r2: r2(est_pois, "r2") # pseudo r2 r2(est_pois, "pr2") # within adjusted r2 r2(est_pois, "war2") # all four at once r2(est_pois, c("sq.cor", "r2", "pr2", "war2"))