sigma.fixest {fixest}

Residual standard deviation of fixest estimations

Description

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

Usage

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

Arguments

object

A fixest object.

...

Not currently used.

Value

Returns a numeric scalar.

See Also

feols, fepois, feglm, fenegbin, feNmlm.

Examples

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