12 июн. 2024 г. · This vignette describes how standard-errors are computed in fixest 's estimations. In particular, it details all the possible choices surrounding small sample ...

This function is similar to print.fixest. It provides the table of coefficients along with other information on the fit of the estimation. Usage · Arguments · Compatibility with sandwich...

12 июн. 2024 г. · The standard-errors of the estimates can be easily and intuitively clustered (up to four-way).

Standard-errors can be computed in different ways, you can use the arguments se and ssc in summary.fixest to define how to compute them. By default, in the ... Arguments · Value · Interactions · On standard-errors

4 авг. 2021 г. · For my did2s function, I pass custom standard errors and was wondering if it would be possible to pass a named object to vcov, e.g. vcov(fixest, ...

In R/fixest, we then apply the cluster correction to the standard errors. Actually, all we need to do is remove the last argument, because the standard errors ...

5 авг. 2021 г. · I have an application where I need to recover both the estimates and the standard errors of the fixed effects coefficients.

You can use the functions setFixest_vcov and setFixest_ssc to permanently set the way the standard-errors are computed.

summary.fixest: Summary of a fixest object. Computes different types of standard errors. Description. This function is similar to print.fixest .

Additionally, the vcov() function in the fixest package is a handy way to easily adjust standard errors. It returns the estimated variance-covariance matrix ...