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

Docs handling the results of the regression - this will allow you to extract a number of values from your regression results:

# Given
model = ols(y=rets['AAPL'], x=rets.ix[:, ['GOOG']])

In the case of r-squared use:

# retrieving model's r-squared value
model.rsquared

and in the case of p-values use:

# return p-values and corresponding coefficients in model
model.pvalues

For more parameters (fvalues ess) please refer to the doc