How to extract a particular value from the OLS-summary in Pandas?

Question

is it possible to get other values (currently I know only a way to get beta and intercept) from the summary of linear regression in pandas? I need to get R-squared. Here is

Answer 1

try:

print model.r2

for example:

import pandas as pd
from pandas import Panel
from pandas.io.data import DataReader
import scikits.statsmodels.api as sm

symbols = ['MSFT', 'GOOG', 'AAPL']

data = dict((sym, DataReader(sym, "yahoo")) for sym in symbols)

panel = Panel(data).swapaxes('items', 'minor')

close_px = panel['Close']

# convert closing prices to returns
rets = close_px / close_px.shift(1) - 1
model = pd.ols(y=rets['AAPL'], x=rets.ix[:, ['GOOG']])
print model.r2

Docs: http://statsmodels.sourceforge.net/stable/index.html