R: Extract the Fixed-Effects from a 'fixest' estimation.

fixef.fixest {fixest}

R Documentation

Extract the Fixed-Effects from a `fixest` estimation.

Description

This function retrieves the fixed effects from a fixest estimation. It is useful only when there are one or more fixed-effect dimensions.

Usage

## S3 method for class 'fixest'
fixef(
  object,
  notes = getFixest_notes(),
  sorted = TRUE,
  nthreads = getFixest_nthreads(),
  fixef.tol = 1e-05,
  fixef.iter = 10000,
  ...
)

Arguments

`object`	A `fixest` estimation (e.g. obtained using `feols` or `feglm`).
`notes`	Logical. Whether to display a note when the fixed-effects coefficients are not regular.
`sorted`	Logical, default is `TRUE`. Whether to order the fixed-effects by their names. If `FALSE`, then the order used in the demeaning algorithm is used.
`nthreads`	The number of threads. Can be: a) an integer lower than, or equal to, the maximum number of threads; b) 0: meaning all available threads will be used; c) a number strictly between 0 and 1 which represents the fraction of all threads to use. The default is to use 50% of all threads. You can set permanently the number of threads used within this package using the function `setFixest_nthreads`.
`fixef.tol`	Precision used to obtain the fixed-effects. Defaults to `1e-5`. It corresponds to the maximum absolute difference allowed between two coefficients of successive iterations. Argument `fixef.tol` cannot be lower than `10000*.Machine$double.eps`. Note that this parameter is dynamically controlled by the algorithm.
`fixef.iter`	Maximum number of iterations in fixed-effects algorithm (only in use for 2+ fixed-effects). Default is 10000.
`...`	Not currently used.

Details

If the fixed-effect coefficients not regular, then several reference points need to be set, leading to the coefficients to be NOT interpretable. If this is the case, then a warning is raised.

Value

A list containing the vectors of the fixed effects.

If there is more than 1 fixed-effect, then the attribute “references” is created. This is a vector of length the number of fixed-effects, each element contains the number of coefficients set as references. By construction, the elements of the first fixed-effect dimension are never set as references. In the presence of regular fixed-effects, there should be Q-1 references (with Q the number of fixed-effects).

Author(s)

Laurent Berge

Examples


data(trade)

# We estimate the effect of distance on trade => we account for 3 fixed-effects
est_pois = femlm(Euros ~ log(dist_km)|Origin+Destination+Product, trade)

# Obtaining the fixed-effects coefficients:
fe_trade = fixef(est_pois)

# The fixed-effects of the first fixed-effect dimension:
head(fe_trade$Origin)

# Summary information:
summary(fe_trade)

# Plotting them:
plot(fe_trade)

[Package fixest version 0.10.2 Index]

Extract the Fixed-Effects from a fixest estimation.