resid.fixest: Extracts residuals from a 'fixest' object

In fixest: Fast Fixed-Effects Estimations

Extracts residuals from a fixest object

Description

This function extracts residuals from a fitted model estimated with femlm, feols or feglm.

Usage

## S3 method for class 'fixest'
resid(
  object,
  type = c("response", "deviance", "pearson", "working"),
  na.rm = TRUE,
  ...
)

## S3 method for class 'fixest'
residuals(
  object,
  type = c("response", "deviance", "pearson", "working"),
  na.rm = TRUE,
  ...
)

Arguments

object	A fixest object. Obtained using the functions femlm, feols or feglm.
type	A character scalar, either "response" (default), "deviance", "pearson", or "working". Note that the "working" corresponds to the residuals from the weighted least square and only applies to feglm models.
na.rm	Logical, default is TRUE. Whether to remove the observations with NAs from the original data set. If FALSE, then the vector returned is always of the same length as the original data set.
...	Not currently used.

Value

It returns a numeric vector of the length the number of observations used for the estimation (if na.rm = TRUE) or of the length of the original data set (if na.rm = FALSE).

Author(s)

Laurent Berge

See Also

See also the main estimation functions femlm, feols or feglm. fitted.fixest, predict.fixest, summary.fixest, vcov.fixest, fixef.fixest.

Examples

# simple estimation on iris data, using "Species" fixed-effects
res_poisson = femlm(Sepal.Length ~ Sepal.Width + Petal.Length +
                    Petal.Width | Species, iris)

# we plot the residuals
plot(resid(res_poisson))

fixest documentation built on Nov. 24, 2023, 5:11 p.m.