statsmodels.regression.linear_model.RegressionResults.rsquared_adj

RegressionResults.rsquared_adj

Adjusted R-squared.

This is defined here as 1 - (nobs-1)/df_resid * (1-rsquared) if a constant is included and 1 - nobs/df_resid * (1-rsquared) if no constant is included.


Last update: Nov 14, 2024