coeftable.fixest_multi: Extracts the coefficients tables from 'fixest_multi'...

In fixest: Fast Fixed-Effects Estimations

Extracts the coefficients tables from fixest_multi estimations

Description

Series of methods to extract the coefficients table or its sub-components from a fixest_multi objects (i.e. the outcome of multiple estimations).

Usage

## S3 method for class 'fixest_multi'
coeftable(
  object,
  vcov = NULL,
  keep = NULL,
  drop = NULL,
  order = NULL,
  long = FALSE,
  wide = FALSE,
  ...
)

## S3 method for class 'fixest_multi'
se(
  object,
  vcov = NULL,
  keep = NULL,
  drop = NULL,
  order = NULL,
  long = FALSE,
  ...
)

## S3 method for class 'fixest_multi'
tstat(
  object,
  vcov = NULL,
  keep = NULL,
  drop = NULL,
  order = NULL,
  long = FALSE,
  ...
)

## S3 method for class 'fixest_multi'
pvalue(
  object,
  vcov = NULL,
  keep = NULL,
  drop = NULL,
  order = NULL,
  long = FALSE,
  ...
)

Arguments

object	A fixest_multi object, coming from a fixest multiple estimation.
vcov	Versatile argument to specify the VCOV. In general, it is either a character scalar equal to a VCOV type, either a formula of the form: vcov_type ~ variables. The VCOV types implemented are: "iid", "hetero" (or "HC1"), "cluster", "twoway", "NW" (or "newey_west"), "DK" (or "driscoll_kraay"), and "conley". It also accepts object from vcov_cluster, vcov_NW, NW, vcov_DK, DK, vcov_conley and conley. It also accepts covariance matrices computed externally. Finally it accepts functions to compute the covariances. See the vcov documentation in the vignette. You can pass several VCOVs (as above) if you nest them into a list. If the number of VCOVs equals the number of models, eahc VCOV is mapped to the appropriate model. If there is one model and several VCOVs, or if the first element of the list is equal to "each" or "times", then the estimations will be replicated and the results for each estimation and each VCOV will be reported.
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). Use the argument keep_raw for the same effect before aliasing. 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 = "!Constant" means: every variable that does not contain “Constant” 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). Use the argument drop_raw for the same effect before aliasing. 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 = "!Constant" means: every variable that does not contain “Constant” 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). Use the argument order_raw for the same effect before aliasing. 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 = "!Constant" means: every variable that does not contain “Constant” goes first). See details.
long	Logical scalar, default is FALSE. If TRUE, then all the information is stacked, with two columns containing the information: "param" and "value". The column param contains the values coef/se/tstat/pvalue.
wide	A logical scalar, default is FALSE. If TRUE, then a list is returned: the elements of the list are coef/se/tstat/pvalue. Each element of the list is a wide table with a column per coefficient.
...	Other arguments to be passed to summary.fixest.

Value

It returns a data.frame containing the coefficients tables (or just the se/pvalue/tstat) along with the information on which model was estimated.

If wide = TRUE, then a list is returned. The elements of the list are coef/se/tstat/pvalue. Each element of the list is a wide table with a column per coefficient.

If long = TRUE, then all the information is stacked. This removes the 4 columns containing the coefficient estimates to the p-values, and replace them with two new columns: "param" and "value". The column param contains the values coef/se/tstat/pvalue, and the column values the associated numerical information.

Functions

• se(fixest_multi): Extracts the standard-errors from fixest_multi estimations

• tstat(fixest_multi): Extracts the t-stats from fixest_multi estimations

• pvalue(fixest_multi): Extracts the p-values from fixest_multi estimations

Examples

base = setNames(iris, c("y", "x1", "x2", "x3", "species"))
est_multi = feols(y ~ csw(x.[,1:3]), base, split = ~species)

# we get all the coefficient tables at once
coeftable(est_multi)

# Now just the standard-errors
se(est_multi)

# wide = TRUE => leads toa  list of wide tables
coeftable(est_multi, wide = TRUE)

# long = TRUE, all the information is stacked
coeftable(est_multi, long = TRUE)

fixest documentation built on March 18, 2026, 9:06 a.m.