ad5772c4714f8938f88674d22f81572c3a00381d,linearmodels/panel/model.py,BetweenOLS,fit,#BetweenOLS#Any#Any#,427

Before Change

        // TODO: Explain this formula
        e = y
        if self._constant:
            e = e - np.average(y, weights=root_w)
        
        total_ss = float(w.T @ (e ** 2))
        r2 = 1 - residual_ss / total_ss
        

After Change

        // TODO: Explain this formula
        e = y
        if self._constant:
            e = e - (w * y).sum() / w.sum()
        
        total_ss = float(w.T @ (e ** 2))
        r2 = 1 - residual_ss / total_ss
        

Instances