R: Design matrix of a 'fixest' object

model.matrix.fixest {fixest}

R Documentation

Design matrix of a `fixest` object

Description

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

Usage

## S3 method for class 'fixest'
model.matrix(object, data, type = "rhs", na.rm = TRUE, subset = FALSE, ...)

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", "iv.rhs2".
`na.rm`	Default is `TRUE`. Should observations with NAs be removed from the matrix?
`subset`	Logical or character vector. Default is `FALSE`. If `TRUE`, then the matrix created will be restricted only to the variables contained in the argument `data`, which can then contain a subset of the variables used in the estimation. If a character vector, then only the variables matching the elements of the vector via regular expressions will be created.
`...`	Not currently used.

Value

It returns either a matrix or a data.frame. It returns a matrix for the "rhs", "iv.rhs1" and "iv.rhs2" parts. A data.frame for "lhs" and "fixef".

Author(s)

Laurent Berge

Examples


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

est = feols(y ~ poly(x1, 2) + x2, base)
head(model.matrix(est))

# Illustration of subset

# subset => character vector
head(model.matrix(est, subset = "x1"))

# subset => TRUE, only works with data argument!!
head(model.matrix(est, data = base[, "x1", drop = FALSE], subset = TRUE))

[Package fixest version 0.8.4 Index]

Design matrix of a fixest object