Recover the estimates of the fixed effects after fitting (G)LMs

The system might not have a unique solution since we do not take collinearity into account. If the solution is not unique, an estimable function has to be applied to our solution to get meaningful estimates of the fixed effects.

Usage

fixed_effects(object = NULL, control = NULL)

Arguments

object: an object of class "feglm".
control: a list of control parameters. If NULL, the default control parameters are used.

Value

A named list containing named vectors of estimated fixed effects.

References

Stammann, A. (2018). "Fast and Feasible Estimation of Generalized Linear Models with High-Dimensional k-way Fixed Effects". ArXiv e-prints.

Gaure, S. (n. d.). "Multicollinearity, identification, and estimable functions". Unpublished.

Examples

# check the feglm examples for the details about clustered standard errors
mod <- fepoisson(mpg ~ wt | cyl, mtcars)
fixed_effects(mod)
#> $cyl
#>        cyl
#> 4 3.689746
#> 6 3.541736
#> 8 3.425836
#>