resid.fixest_multi function

Extracts the residuals from a fixest_multi object

Utility to extract the residuals from multiple fixest estimations. If possible, all the residuals are coerced into a matrix.

## S3 method for class 'fixest_multi'
resid(
  object,
  type = c("response", "deviance", "pearson", "working"),
  na.rm = FALSE,
  ...
)

## S3 method for class 'fixest_multi'
residuals(
  object,
  type = c("response", "deviance", "pearson", "working"),
  na.rm = FALSE,
  ...
)

Arguments

• object: A fixes_multi object.
• type: A character scalar, either "response" (default), "deviance", "pearson", or "working". Note that the "working" corresponds to the residuals from the weighted least square and only applies to feglm models.
• na.rm: Logical, default is FALSE. Should the NAs be kept? If TRUE, they are removed.
• ...: Not currently used.

Returns

If all the models return residuals of the same length, a matrix is returned. Otherwise, a list is returned.

Examples

base = iris
names(base) = c("y", "x1", "x2", "x3", "species")

# A multiple estimation
est = feols(y ~ x1 + csw0(x2, x3), base)

# We can get all the residuals at once,
# each column is a model
head(resid(est))

# We can select/order the model using fixest_multi extraction
head(resid(est[rhs = .N:1]))