statsmodels.sandbox.regression.gmm.IVRegressionResults.rsquared_adj

IVRegressionResults.rsquared_adj

Adjusted R-squared.

This is defined here as 1 - (nobs-1)/df_resid * (1-rsquared) if a constant is included and 1 - nobs/df_resid * (1-rsquared) if no constant is included.