R: Extracts the residuals from a 'fixest_multi' object

resid.fixest_multi {fixest} | R Documentation

## 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

### 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 `data.frame` 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]))

[Package fixest version 0.10.4 Index]