Extract the Fixed-Effects from a fixest estimation.

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 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.

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).

Details

If the fixed-effect coefficients are not regular, then several reference points need to be set: this means that the fixed-effects coefficients cannot be directly interpreted. If this is the case, then a warning is raised.

Author

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)
#>       AT       BE       DE       DK       ES       FI 
#> 22.67038 23.72304 24.86999 23.60329 25.12917 21.80906 

# Summary information:
summary(fe_trade)
#> Fixed_effects coefficients
#>                         Origin Destination Product
#> Number of fixed-effects     15          15      20
#> Number of references         0           1       1
#> Mean                      23.5        3.09  0.0127
#> Standard-deviation        1.28        1.11    1.36
#> 
#> COEFFICIENTS:
#>   Origin:    AT    BE    DE   DK    ES                 
#>           22.67 23.72 24.87 23.6 25.13 ... 10 remaining
#> -----
#>   Destination:    AT    BE    DE    DK    ES                 
#>                2.436 2.696 4.323 2.451 4.043 ... 10 remaining
#> -----
#>   Product: 1     2     3     4      5                 
#>            0 1.414 0.656 1.449 -1.521 ... 15 remaining

# Plotting them:
plot(fe_trade)

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