Dear all,
how to get within_r2 and t value?
julia> using DataFrames, DataFramesMeta, FixedEffectModels
julia> df = dataset("plm", "GrunFeld");
julia> fe1 = reg(df, @formula(Inv ~ Value + Capital + fe(Firm)))
Fixed Effect Model
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Number of obs: 200 Degrees of freedom: 12
R2: 0.944 R2 Adjusted: 0.941
F-Stat: 309.014 p-value: 0.000
R2 within: 0.767 Iterations: 1
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Inv | Estimate Std.Error t value Pr(>|t|) Lower 95% Upper 95%
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Value | 0.110124 0.0118567 9.2879 0.000 0.0867345 0.133513
Capital | 0.310065 0.0173545 17.8666 0.000 0.275831 0.3443
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