This function extracts the observations used in fixest
estimation.
Examples
base = iris
names(base) = c("y", "x1", "x2", "x3", "species")
base$y[1:5] = NA
# Split sample estimations
est_split = feols(y ~ x1, base, split = ~species)
#> NOTE: 5 observations removed because of NA values (LHS: 5).
(obs_setosa = obs(est_split[[1]]))
#> [1] 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30
#> [26] 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50
(obs_versi = obs(est_split[sample = "versi", drop = TRUE]))
#> [1] 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69
#> [20] 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88
#> [39] 89 90 91 92 93 94 95 96 97 98 99 100
est_versi = feols(y ~ x1, base, subset = obs_versi)
etable(est_split, est_versi)
#> est_split.1 est_split.2 est_split.3
#> Sample (species) setosa versicolor virginica
#> Dependent Var.: y y y
#>
#> Constant 2.642*** (0.3319) 3.540*** (0.5629) 3.907*** (0.7571)
#> x1 0.6909*** (0.0958) 0.8651*** (0.2019) 0.9015*** (0.2531)
#> ________________ __________________ __________________ __________________
#> S.E. type IID IID IID
#> Observations 45 50 50
#> R2 0.54767 0.27658 0.20906
#> Adj. R2 0.53715 0.26151 0.19258
#>
#> est_versi
#> Sample (species)
#> Dependent Var.: y
#>
#> Constant 3.540*** (0.5629)
#> x1 0.8651*** (0.2019)
#> ________________ __________________
#> S.E. type IID
#> Observations 50
#> R2 0.27658
#> Adj. R2 0.26151
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1