fixest: sigma.fixest – R documentation

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sigma.fixest

Residual standard deviation of fixest estimations

Extract the estimated standard deviation of the errors from fixest estimations.

## S3 method for class 'fixest'
sigma(object, ...)

`object`	A `fixest` object.
`...`	Not currently used.

Returns a numeric scalar.

est = feols(Petal.Length ~ Petal.Width, iris)
sigma(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