fixest (version 0.7.0)

fixef.fixest: Extract the Fixed-Effects from a fixest estimation.

Description

This function retrieves the fixed effects from a fixest estimation. It is useful only when there are one or more fixed-effect dimensions.

Usage

# S3 method for fixest
fixef(object, notes = getFixest_notes(), ...)

Arguments

object

A fixest estimation (e.g. obtained using feols or feglm).

notes

Logical. Whether to display a note when the fixed-effects coefficients are not regular.

...

Not currently used.

Value

A list containing the vectors of the fixed effects.

If there is more than 1 fixed-effect, then the attribute “references” is created. This is a vector of length the number of fixed-effects, each element contains the number of coefficients set as references. By construction, the elements of the first fixed-effect dimension are never set as references. In the presence of regular fixed-effects, there should be Q-1 references (with Q the number of fixed-effects).

Details

If the fixed-effect coefficients not regular, then several reference points need to be set, leading to the coefficients to be NOT interpretable. If this is the case, then a warning is raised.

See Also

plot.fixest.fixef. See also the main estimation functions femlm, feols or feglm. Use summary.fixest to see the results with the appropriate standard-errors, fixef.fixest to extract the fixed-effect coefficients, and the function etable to visualize the results of multiple estimations.

Examples

# NOT RUN {
data(trade)

# We estimate the effect of distance on trade => we account for 3 fixed-effects
est_pois = femlm(Euros ~ log(dist_km)|Origin+Destination+Product, trade)

# Obtaining the fixed-effects coefficients:
fe_trade = fixef(est_pois)

# The fixed-effects of the first fixed-effect dimension:
head(fe_trade$Origin)

# Summary information:
summary(fe_trade)

# Plotting them:
plot(fe_trade)

# }