Hat values for fixest objects
## S3 method for class 'fixest' hatvalues(model, ...)
model |
A fixest object. For instance from feols or feglm. |
... |
Not currently used. |
When there are fixed-effects, the hat values of the reduced form are different from the hat values of the full model. And we cannot get costlessly the hat values of the full model from the reduced form. It would require to reestimate the model with the fixed-effects as regular variables.
Returns a vector of the same length as the number of observations used in the estimation.
est = feols(Petal.Length ~ Petal.Width + Sepal.Width, iris) head(hatvalues(est))
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.