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Description
For compatibility with r-fixest
, we would like to report adjusted R2 in pf.etable()
.
In R, we have
In Python, we have
import pyfixest as pf
data = pf.get_data()
fit = pf.feols("Y ~ X1 | f1", data = data, weights = "weights")
pf.etable(fit)
To do so, we need to populate the r2_within_list here.
We then add it to the model_stats_df here .
And I hope this would be it! (Though not sure, would have to be tested).
@AronNemeth would you be up for this one? Should be relatively small and self-contained.