fixest: model.matrix.fixest – R documentation

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fixest

model.matrix.fixest

Design matrix of a fixest object

Description

This function creates the left-hand-side or the right-hand-side(s) of a femlm, feols or feglm estimation.

Usage

## S3 method for class 'fixest'
model.matrix(
  object,
  data,
  type = "rhs",
  na.rm = TRUE,
  subset = FALSE,
  as.matrix = FALSE,
  as.df = FALSE,
  collin.rm = TRUE,
  ...
)

Arguments

`object`	A `fixest` object. Obtained using the functions `femlm`, `feols` or `feglm`.
`data`	If missing (default) then the original data is obtained by evaluating the `call`. Otherwise, it should be a `data.frame`.
`type`	Character vector or one sided formula, default is "rhs". Contains the type of matrix/data.frame to be returned. Possible values are: "lhs", "rhs", "fixef", "iv.rhs1" (1st stage RHS), "iv.rhs2" (2nd stage RHS), "iv.endo" (endogenous vars.), "iv.exo" (exogenous vars), "iv.inst" (instruments).
`na.rm`	Default is `TRUE`. Should observations with NAs be removed from the matrix?
`subset`	Logical or character vector. Default is `FALSE`. If `TRUE`, then the matrix created will be restricted only to the variables contained in the argument `data`, which can then contain a subset of the variables used in the estimation. If a character vector, then only the variables matching the elements of the vector via regular expressions will be created.
`as.matrix`	Logical scalar, default is `FALSE`. Whether to coerce the result to a matrix.
`as.df`	Logical scalar, default is `FALSE`. Whether to coerce the result to a data.frame.
`collin.rm`	Logical scalar, default is `TRUE`. Whether to remove variables that were found to be collinear during the estimation. Beware: it does not perform a collinearity check.
`...`	Not currently used.

Value

It returns either a vector, a matrix or a data.frame. It returns a vector for the dependent variable ("lhs"), a data.frame for the fixed-effects ("fixef") and a matrix for any other type.

Author(s)

Laurent Berge

Examples

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

est = feols(y ~ poly(x1, 2) + x2, base)
head(model.matrix(est))

# Illustration of subset

# subset => character vector
head(model.matrix(est, subset = "x1"))

# subset => TRUE, only works with data argument!!
head(model.matrix(est, data = base[, "x1", drop = FALSE], subset = TRUE))

fixest

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

model.matrix.fixest

Description

Usage

Arguments

Value

Author(s)

See Also

Examples

fixest

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