Python输出、R平方和RMSE
我已经使用非线性IV GMM估计了一个模型,并试图输出R平方和RMSE。在输出中,我只能看到Hansen J测试:Python输出、R平方和RMSE,python,statsmodels,generalized-method-of-moments,Python,Statsmodels,Generalized Method Of Moments,我已经使用非线性IV GMM估计了一个模型,并试图输出R平方和RMSE。在输出中,我只能看到Hansen J测试: NonlinearIVGMM Results ============================================================================== Dep. Variable:
NonlinearIVGMM Results
==============================================================================
Dep. Variable: Y Hansen J: AAAA
Model: NonlinearIVGMM Prob (Hansen J): AAAA
Method: GMM
Date: AAA
Time: AAA
No. Observations: AAA
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
x1 results here
x2 results here
x3 results here
==============================================================================
我用于上述输出的代码是:
model = gmm.NonlinearIVGMM(endogenous, exogenous, ivs, momentcondition, k_moms=4)
fittedmodel = model.fit([0.1,0.1,0.1], maxiter='cue',
weights_method='hac',
optim_args={'disp':0})
print(fittedmodel.summary())
然后,我运行以下命令:
fittedmodel.rsquared
并获得:
AttributeError: 'IVGMMResults' object has no attribute 'rsquared'
尽管在statsmodel库(以及非线性IV GMM代码)中有r平方
谢谢你的帮助。那
模型呢。rsquared
?我想fittedmodel
不是模型。它说它是一个IVGMMResults
对象。模型也是一个对象:AttributeError:'NonlinearIVGMM'对象没有属性“rsquared”