sparse_model_matrix: Design matrix of a 'fixest' object returned in sparse format

In fixest: Fast Fixed-Effects Estimations

Design matrix of a fixest object returned in sparse format

Description

This function creates the left-hand-side or the right-hand-side(s) of a femlm, feols or feglm estimation.

Usage

sparse_model_matrix(
  object,
  data,
  type = "rhs",
  sample = "estimation",
  na.rm = FALSE,
  collin.rm = NULL,
  combine = TRUE,
  ...
)

Arguments

object	A fixest object. Obtained using the functions femlm, feols or feglm.
data	If missing (default) then the original data is obtained by evaluating the call. Otherwise, it should be a data.frame.
type	Character vector or one sided formula, default is "rhs". Contains the type of matrix/data.frame to be returned. Possible values are: "lhs", "rhs", "fixef", "iv.rhs1" (1st stage RHS), "iv.rhs2" (2nd stage RHS), "iv.endo" (endogenous vars.), "iv.exo" (exogenous vars), "iv.inst" (instruments).
sample	Character scalar equal to "estimation" (default) or "original". Only used when data=NULL (i.e. the original data is requested). By default, only the observations effectively used in the estimation are returned (it includes the observations with NA values or the fully explained by the fixed-effects (FE), or due to NAs in the weights). If sample="original", all the observations are returned. In that case, if you use na.rm=TRUE (which is not the default), you can withdraw the observations with NA values (and keep the ones fully explained by the FEs).
na.rm	Default is FALSE. Should observations with NAs be removed from the matrix?
collin.rm	Logical scalar. Whether to remove variables that were found to be collinear during the estimation. Beware: it does not perform a collinearity check and bases on the coef(object). Default is TRUE if object is a fixest object, or FALSE if object is a formula.
combine	Logical scalar, default is TRUE. Whether to combine each resulting sparse matrix.
...	Not currently used.

Value

It returns either a single sparse matrix a list of matrices, depending whether combine is TRUE or FALSE. The sparse matrix is of class dgCMatrix from the Matrix package.

Author(s)

Laurent Berge, Kyle Butts

See Also

See also the main estimation functions femlm, feols or feglm. formula.fixest, update.fixest, summary.fixest, vcov.fixest.

Examples

est = feols(wt ~ i(vs) + hp | cyl, mtcars)
sparse_model_matrix(est)
sparse_model_matrix(wt ~ i(vs) + hp | cyl, mtcars)

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