coef.fixest {fixest} | R Documentation |
Extracts the coefficients from a fixest
estimation
Description
This function extracts the coefficients obtained from a model estimated with
femlm
, feols
or feglm
.
Usage
## S3 method for class 'fixest'
coef(object, keep, drop, order, collin = FALSE, agg = TRUE, ...)
## S3 method for class 'fixest'
coefficients(object, keep, drop, order, collin = FALSE, agg = TRUE, ...)
Arguments
object |
A fixest object. Obtained using the functions femlm , feols or feglm .
|
keep |
Character vector. This element is used to display only a subset of variables. This
should be a vector of regular expressions (see base::regex help for more info). Each
variable satisfying any of the regular expressions will be kept. This argument is applied post
aliasing (see argument dict ). Example: you have the variable x1 to x55 and want to display
only x1 to x9 , then you could use keep = "x[[:digit:]]$" . If the first character is an
exclamation mark, the effect is reversed (e.g. keep = "!Intercept" means: every variable that
does not contain “Intercept” is kept). See details.
|
drop |
Character vector. This element is used if some variables are not to be displayed.
This should be a vector of regular expressions (see base::regex help for more info). Each
variable satisfying any of the regular expressions will be discarded. This argument is applied
post aliasing (see argument dict ). Example: you have the variable x1 to x55 and want to
display only x1 to x9 , then you could use drop = "x[[:digit:]]{2} ". If the first character
is an exclamation mark, the effect is reversed (e.g. drop = "!Intercept" means: every variable
that does not contain “Intercept” is dropped). See details.
|
order |
Character vector. This element is used if the user wants the variables to be
ordered in a certain way. This should be a vector of regular expressions (see base::regex
help for more info). The variables satisfying the first regular expression will be placed first,
then the order follows the sequence of regular expressions. This argument is applied post
aliasing (see argument dict ). Example: you have the following variables: month1 to month6 ,
then x1 to x5 , then year1 to year6 . If you want to display first the x's, then the
years, then the months you could use: order = c("x", "year") . If the first character is an
exclamation mark, the effect is reversed (e.g. order = "!Intercept" means: every variable that
does not contain “Intercept” goes first). See details.
|
collin |
Logical, default is FALSE . Whether the coefficients removed because of collinearity should be also returned as NA . It cannot be used when coefficients aggregation is also used.
|
agg |
Logical scalar, default is TRUE . If the coefficients of the estimation have been aggregated, whether to report the aggregated coefficients. If FALSE , the raw coefficients will be returned.
|
... |
Not currently used.
|
Details
The coefficients are the ones that have been found to maximize the log-likelihood of the specified model. More information can be found on the models from the estimations help pages: femlm
, feols
or feglm
.
Note that if the model has been estimated with fixed-effects, to obtain the fixed-effect coefficients, you need to use the function fixef.fixest
.
Value
This function returns a named numeric vector.
Author(s)
Laurent Berge
See Also
See also the main estimation functions femlm
, feols
or feglm
. summary.fixest
, confint.fixest
, vcov.fixest
, etable
, fixef.fixest
.
Examples
# simple estimation on iris data, using "Species" fixed-effects
res = femlm(Sepal.Length ~ Sepal.Width + Petal.Length +
Petal.Width | Species, iris)
# the coefficients of the variables:
coef(res)
# the fixed-effects coefficients:
fixef(res)
[Package
fixest version 0.12.1
Index]