coef.fixest: Extracts the coefficients from a 'fixest' estimation
In fixest: Fast Fixed-Effects Estimations

coef.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

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)

fixest documentation built on June 22, 2024, 9:12 a.m.