bread.fixest {fixest}

Extracts the bread matrix from fixest objects

Description

Extracts the bread matrix from fixest objects to be used to compute sandwich variance-covariance matrices.

Usage

## S3 method for class 'fixest'
bread(x, ...)

Arguments

x

A fixest object, obtained for instance from feols.

...

Not currently used.

Value

Returns a matrix of the same dimension as the number of variables used in the estimation.

Examples

est = feols(Petal.Length ~ Petal.Width + Sepal.Width, iris)
bread(est)