fixest: bread.fixest – R documentation

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bread.fixest

Extracts the bread matrix from fixest objects

Extracts the bread matrix from fixest objects to be used to compute sandwich variance-covariance matrices.

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

`x`	A `fixest` object, obtained for instance from `feols`.
`...`	Not currently used.

Returns a matrix of the same dimension as the number of variables used in the estimation.

est = feols(Petal.Length ~ Petal.Width + Sepal.Width, iris)
bread(est)

Fast Fixed-Effects Estimations

v0.10.0

GPL-3

Authors

Laurent Berge [aut, cre], Sebastian Krantz [ctb], Grant McDermott [ctb] (<https://orcid.org/0000-0001-7883-8573>)

Initial release