The following code returns the adjusted R2, but I can't find this attribute nor the R2 from the summary function.
I only find the coefficient of correlation sq.cor.
library(fixest)
summary(feols(mpg~wt, mtcars))
How to access the R2 and/or adjusted R2, if possible?
After first looking at the code for summary.fixest and print.fixest and not finding an answer, I did however notice this code:
print(fitstat(x, fitstat), na.rm = TRUE, group.solo = TRUE)
.... and looking at ?fixest::fitstat I see:
Usage
fitstat( x, type,
type
Character vector or one sided formula. The type of fit statistic to be computed. The classic ones are: n, rmse, r2, pr2, f, wald, ivf, ivwald. You have the full list in the details section or use show_types = TRUE. Further, you can register your own types with fitstat_register.
So:
> fitstat(res, "ar2")
Adj. R2: 0.744594