Extracts the bread matrix from fixest objects to be used to compute sandwich variance-covariance matrices.
Usage
# S3 method for fixest
bread(x, ...)
Arguments
- x
A fixest object, obtained for instance from feols.
- ...
Not currently used.
Value
Returns a matrix of the same dimension as the number of variables used in the estimation.
Examples
est = feols(Petal.Length ~ Petal.Width + Sepal.Width, iris)
bread(est)
#> (Intercept) Petal.Width Sepal.Width
#> (Intercept) 70.47268 -6.316660 -20.245387
#> Petal.Width -6.31666 2.000923 1.281144
#> Sepal.Width -20.24539 1.281144 6.119342