Extract degrees of freedom from a fixest feols object-CodePudding

simple question: Can I extract the final degrees of freedom after a feols estimation using the fixest package?

res = feols(Sepal.Length ~ Sepal.Width   Petal.Length | Species, iris)
summary(res)

I know that there are many fancy ways to specify the df in fixest, but I'd just want the result (depending on which option I choose).

For example in the lfe package using felm, I can do so easily like this:

res = felm(Sepal.Length ~ Sepal.Width   Petal.Length | Species | 0 | 0, iris)
res$df

Thanks!

CodePudding user response：

There is a degrees_freedom

> degrees_freedom(res, type = "k")
[1] 3
> degrees_freedom(res, type = "resid")
[1] 147
> degrees_freedom(res, type = "t")
[1] 2

By changing the type, can get different degrees of freedom i.e ?degrees_freedom shows

type - Character scalar, equal to "k", "resid", "t". If "k", then the number of regressors is returned. If "resid", then it is the "residuals degree of freedom", i.e. the number of observations minus the number of regressors. If "t", it is the degrees of freedom used in the t-test. Note that these values are affected by how the VCOV of x is computed, in particular when the VCOV is clustered.

Or may use

fitstat(res, "g", simplify = TRUE)

Or could be

unname(res$fixef_sizes)

CodePudding user response：

We may find them after summary in the attributes of the scaled covariance matrix, check str(summary(res)).

attr(summary(res)$cov.scaled, 'dof.K')
# [1] 3