resid.fixest_multi: Extracts the residuals from a 'fixest_multi' object

In fixest: Fast Fixed-Effects Estimations

Extracts the residuals from a fixest_multi object

Description

Utility to extract the residuals from multiple fixest estimations. If possible, all the residuals are coerced into a matrix.

Usage

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

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

Arguments

object	A fixes_multi object.
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 FALSE. Should the NAs be kept? If TRUE, they are removed.
...	Not currently used.

Value

If all the models return residuals of the same length, a matrix is returned. Otherwise, a list is returned.

Examples

base = iris
names(base) = c("y", "x1", "x2", "x3", "species")

# A multiple estimation
est = feols(y ~ x1 + csw0(x2, x3), base)

# We can get all the residuals at once,
# each column is a model
head(resid(est))

# We can select/order the model using fixest_multi extraction
head(resid(est[rhs = .N:1]))

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