Computes the hat values for feols or feglm estimations. Only works when
there are no fixed-effects.
Usage
# S3 method for class 'fixest'
hatvalues(model, ...)
Arguments
- model
A fixest object. For instance from feols or feglm.
- ...
Not currently used.
Value
Returns a vector of the same length as the number of observations used in the estimation.
Details
Hat values are not available for fenegbin, femlm
and feNmlm estimations.
When there are fixed-effects, the hat values of the reduced form are different from the
hat values of the full model. And we cannot get costlessly the hat values of the full model
from the reduced form. It would require to reestimate the model with the
fixed-effects as regular variables.
Examples
est = feols(Petal.Length ~ Petal.Width + Sepal.Width, iris)
head(hatvalues(est))
#> [1] 0.02042587 0.02110119 0.01838332 0.01933430 0.02273855 0.03265226