emmeans_support: Support for emmeans package

In fixest: Fast Fixed-Effects Estimations

Support for emmeans package

Description

If emmeans is installed, its functionality is supported for fixest or fixest_multi objects. Its reference grid is based on the main part of the model, and does not include fixed effects or instrumental variables. Note that any desired arguments to vcov() may be passed as optional arguments in emmeans::emmeans() or emmeans::ref_grid().

Note

When fixed effects are present, estimated marginal means (EMMs) are estimated correctly, provided equal weighting is used. However, the SEs of these EMMs will be incorrect - often dramatically - because the estimated variance of the intercept is not available. However, contrasts among EMMs can be estimated and tested with no issues, because these do not involve the intercept.

Author(s)

Russell V. Lenth

Examples

if(requireNamespace("emmeans") && requireNamespace("AER")) {
    data(Fatalities, package = "AER")
    Fatalities$frate = with(Fatalities, fatal/pop * 10000)
    fat.mod = feols(frate ~ breath * jail * beertax | state + year, data = Fatalities)
    emm = emmeans::emmeans(fat.mod, ~ breath*jail, cluster = ~ state + year)
    emm   ### SEs and CIs are incorrect

    emmeans::contrast(emm, "consec", by = "breath")   ### results are reliable
}

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