hatvalues.fixest {fixest} | R Documentation |
Hat values for fixest
objects
Description
Computes the hat values for feols
or feglm
estimations. Only works when
there are no fixed-effects.
Usage
## S3 method for class 'fixest'
hatvalues(model, ...)
Arguments
model |
A fixest object. For instance from feols or feglm. |
... |
Not currently used. |
Details
Hat values are not available for fenegbin
, femlm
and feNmlm
estimations.
When there are fixed-effects, the hat values of the reduced form are different from the hat values of the full model. And we cannot get costlessly the hat values of the full model from the reduced form. It would require to reestimate the model with the fixed-effects as regular variables.
Value
Returns a vector of the same length as the number of observations used in the estimation.
Examples
est = feols(Petal.Length ~ Petal.Width + Sepal.Width, iris)
head(hatvalues(est))
[Package fixest version 0.12.1 Index]