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glance.fixest

Glance at a(n) fixest object


Description

Glance accepts a model object and returns a tibble::tibble() with exactly one row of model summaries. The summaries are typically goodness of fit measures, p-values for hypothesis tests on residuals, or model convergence information.

Glance never returns information from the original call to the modeling function. This includes the name of the modeling function or any arguments passed to the modeling function.

Glance does not calculate summary measures. Rather, it farms out these computations to appropriate methods and gathers the results together. Sometimes a goodness of fit measure will be undefined. In these cases the measure will be reported as NA.

Glance returns the same number of columns regardless of whether the model matrix is rank-deficient or not. If so, entries in columns that no longer have a well-defined value are filled in with an NA of the appropriate type.

Usage

## S3 method for class 'fixest'
glance(x, ...)

Arguments

x

A fixest object returned from any of the fixest estimators

...

Additional arguments passed to summary and confint. Important arguments are se and cluster. Other arguments are dof, exact_dof, forceCovariance, and keepBounded. See summary.fixest.

Value

A tibble::tibble() with exactly one row and columns:

adj.r.squared

Adjusted R squared statistic, which is like the R squared statistic except taking degrees of freedom into account.

AIC

Akaike's Information Criterion for the model.

BIC

Bayesian Information Criterion for the model.

logLik

The log-likelihood of the model. [stats::logLik()] may be a useful reference.

nobs

Number of observations used.

pseudo.r.squared

Like the R squared statistic, but for situations when the R squared statistic isn't defined.

r.squared

R squared statistic, or the percent of variation explained by the model. Also known as the coefficient of determination.

sigma

Estimated standard error of the residuals.

within.r.squared

R squared within fixed-effect groups.

Note

All columns listed below will be returned, but some will be NA, depending on the type of model estimated. sigma, r.squared, adj.r.squared, and within.r.squared will be NA for any model other than feols. pseudo.r.squared will be NA for feols.

Examples

if (requireNamespace("fixest", quietly = TRUE)) {


library(fixest)

gravity <- feols(log(Euros) ~ log(dist_km) | Origin + Destination + Product + Year, trade)

tidy(gravity)
glance(gravity)
augment(gravity, trade)

## To get robust or clustered SEs, users can either:
# 1) Or, specify the arguments directly in the tidy() call

tidy(gravity, conf.int = TRUE, cluster = c("Product", "Year"))

tidy(gravity, conf.int = TRUE, se = "threeway")

# 2) Feed tidy() a summary.fixest object that has already accepted these arguments

gravity_summ <- summary(gravity, cluster = c("Product", "Year"))
tidy(gravity_summ, conf.int = TRUE)

# Approach (1) is preferred.



}

broom

Convert Statistical Objects into Tidy Tibbles

v0.7.10
MIT + file LICENSE
Authors
David Robinson [aut], Alex Hayes [aut] (<https://orcid.org/0000-0002-4985-5160>), Simon Couch [aut, cre] (<https://orcid.org/0000-0001-5676-5107>), Indrajeet Patil [ctb] (<https://orcid.org/0000-0003-1995-6531>), Derek Chiu [ctb], Matthieu Gomez [ctb], Boris Demeshev [ctb], Dieter Menne [ctb], Benjamin Nutter [ctb], Luke Johnston [ctb], Ben Bolker [ctb], Francois Briatte [ctb], Jeffrey Arnold [ctb], Jonah Gabry [ctb], Luciano Selzer [ctb], Gavin Simpson [ctb], Jens Preussner [ctb], Jay Hesselberth [ctb], Hadley Wickham [ctb], Matthew Lincoln [ctb], Alessandro Gasparini [ctb], Lukasz Komsta [ctb], Frederick Novometsky [ctb], Wilson Freitas [ctb], Michelle Evans [ctb], Jason Cory Brunson [ctb], Simon Jackson [ctb], Ben Whalley [ctb], Karissa Whiting [ctb], Yves Rosseel [ctb], Michael Kuehn [ctb], Jorge Cimentada [ctb], Erle Holgersen [ctb], Karl Dunkle Werner [ctb] (<https://orcid.org/0000-0003-0523-7309>), Ethan Christensen [ctb], Steven Pav [ctb], Paul PJ [ctb], Ben Schneider [ctb], Patrick Kennedy [ctb], Lily Medina [ctb], Brian Fannin [ctb], Jason Muhlenkamp [ctb], Matt Lehman [ctb], Bill Denney [ctb] (<https://orcid.org/0000-0002-5759-428X>), Nic Crane [ctb], Andrew Bates [ctb], Vincent Arel-Bundock [ctb] (<https://orcid.org/0000-0003-2042-7063>), Hideaki Hayashi [ctb], Luis Tobalina [ctb], Annie Wang [ctb], Wei Yang Tham [ctb], Clara Wang [ctb], Abby Smith [ctb] (<https://orcid.org/0000-0002-3207-0375>), Jasper Cooper [ctb] (<https://orcid.org/0000-0002-8639-3188>), E Auden Krauska [ctb] (<https://orcid.org/0000-0002-1466-5850>), Alex Wang [ctb], Malcolm Barrett [ctb] (<https://orcid.org/0000-0003-0299-5825>), Charles Gray [ctb] (<https://orcid.org/0000-0002-9978-011X>), Jared Wilber [ctb], Vilmantas Gegzna [ctb] (<https://orcid.org/0000-0002-9500-5167>), Eduard Szoecs [ctb], Frederik Aust [ctb] (<https://orcid.org/0000-0003-4900-788X>), Angus Moore [ctb], Nick Williams [ctb], Marius Barth [ctb] (<https://orcid.org/0000-0002-3421-6665>), Bruna Wundervald [ctb] (<https://orcid.org/0000-0001-8163-220X>), Joyce Cahoon [ctb] (<https://orcid.org/0000-0001-7217-4702>), Grant McDermott [ctb] (<https://orcid.org/0000-0001-7883-8573>), Kevin Zarca [ctb], Shiro Kuriwaki [ctb] (<https://orcid.org/0000-0002-5687-2647>), Lukas Wallrich [ctb] (<https://orcid.org/0000-0003-2121-5177>), James Martherus [ctb] (<https://orcid.org/0000-0002-8285-3300>), Chuliang Xiao [ctb] (<https://orcid.org/0000-0002-8466-9398>), Joseph Larmarange [ctb], Max Kuhn [ctb], Michal Bojanowski [ctb], Hakon Malmedal [ctb], Clara Wang [ctb], Sergio Oller [ctb], Luke Sonnet [ctb], Jim Hester [ctb], Cory Brunson [ctb], Ben Schneider [ctb], Bernie Gray [ctb] (<https://orcid.org/0000-0001-9190-6032>), Mara Averick [ctb], Aaron Jacobs [ctb], Andreas Bender [ctb], Sven Templer [ctb], Paul-Christian Buerkner [ctb], Matthew Kay [ctb], Erwan Le Pennec [ctb], Johan Junkka [ctb], Hao Zhu [ctb], Benjamin Soltoff [ctb], Zoe Wilkinson Saldana [ctb], Tyler Littlefield [ctb], Charles T. Gray [ctb], Shabbh E. Banks [ctb], Serina Robinson [ctb], Roger Bivand [ctb], Riinu Ots [ctb], Nicholas Williams [ctb], Nina Jakobsen [ctb], Michael Weylandt [ctb], Lisa Lendway [ctb], Karl Hailperin [ctb], Josue Rodriguez [ctb], Jenny Bryan [ctb], Chris Jarvis [ctb], Greg Macfarlane [ctb], Brian Mannakee [ctb], Drew Tyre [ctb], Shreyas Singh [ctb], Laurens Geffert [ctb], Hong Ooi [ctb], Henrik Bengtsson [ctb], Eduard Szocs [ctb], David Hugh-Jones [ctb], Matthieu Stigler [ctb], Hugo Tavares [ctb] (<https://orcid.org/0000-0001-9373-2726>), R. Willem Vervoort [ctb], Brenton M. Wiernik [ctb], Josh Yamamoto [ctb], Jasme Lee [ctb], Taren Sanders [ctb] (<https://orcid.org/0000-0002-4504-6008>)
Initial release

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