This function retrieves the fixed effects from a
fixest estimation. It is useful only when there are one or more fixed-effect dimensions.
Logical. Whether to display a note when the fixed-effects coefficients are not regular.
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.
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
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$double.eps. Note that this parameter is dynamically controlled by the algorithm.
Maximum number of iterations in fixed-effects algorithm (only in use for 2+ fixed-effects). Default is 10000.
Not currently used.
A list containing the vectors of the fixed effects. If there is more than 1 fixed-effect, then the attribute “references” is created. This is a vector of length the number of fixed-effects, each element contains the number of coefficients set as references. By construction, the elements of the first fixed-effect dimension are never set as references. In the presence of regular fixed-effects, there should be Q-1 references (with Q the number of fixed-effects).
If the fixed-effect coefficients not regular, then several reference points need to be set, leading to the coefficients to be NOT interpretable. If this is the case, then a warning is raised.
data(trade) # We estimate the effect of distance on trade => we account for 3 fixed-effects est_pois = femlm(Euros ~ log(dist_km)|Origin+Destination+Product, trade) # Obtaining the fixed-effects coefficients: fe_trade = fixef(est_pois) # The fixed-effects of the first fixed-effect dimension: head(fe_trade$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)