Default method to extracts the coefficients table and its sub-components from an estimation.
# S3 method for default
coeftable(object, keep, drop, order, ...)# S3 method for default
se(object, keep, drop, order, ...)
# S3 method for default
tstat(object, keep, drop, order, ...)
# S3 method for default
pvalue(object, keep, drop, order, ...)
# S3 method for matrix
se(object, keep, drop, order, ...)
Returns a matrix (coeftable) or vectors.
The result of an estimation (a fitted model object). Note that this function
is made to work with fixest objects so it may not work for the specific model you provide.
Character vector. This element is used to display only a subset of variables. This
should be a vector of regular expressions (see base::regex help for more info). Each
variable satisfying any of the regular expressions will be kept. This argument is applied post
aliasing (see argument dict). Example: you have the variable x1 to x55 and want to display
only x1 to x9, then you could use keep = "x[[:digit:]]$". If the first character is an
exclamation mark, the effect is reversed (e.g. keep = "!Intercept" means: every variable that
does not contain “Intercept” is kept). See details.
Character vector. This element is used if some variables are not to be displayed.
This should be a vector of regular expressions (see base::regex help for more info). Each
variable satisfying any of the regular expressions will be discarded. This argument is applied
post aliasing (see argument dict). Example: you have the variable x1 to x55 and want to
display only x1 to x9, then you could use drop = "x[[:digit:]]{2}". If the first character
is an exclamation mark, the effect is reversed (e.g. drop = "!Intercept" means: every variable
that does not contain “Intercept” is dropped). See details.
Character vector. This element is used if the user wants the variables to be
ordered in a certain way. This should be a vector of regular expressions (see base::regex
help for more info). The variables satisfying the first regular expression will be placed first,
then the order follows the sequence of regular expressions. This argument is applied post
aliasing (see argument dict). Example: you have the following variables: month1 to month6,
then x1 to x5, then year1 to year6. If you want to display first the x's, then the
years, then the months you could use: order = c("x", "year"). If the first character is an
exclamation mark, the effect is reversed (e.g. order = "!Intercept" means: every variable that
does not contain “Intercept” goes first). See details.
Other arguments that will be passed to summary.
First the method summary is applied if needed, then the coefficients table is extracted from its output.
The default method is very naive and hopes that the resulting coefficients table
contained in the summary of the fitted model is well formed: this assumption is very
often wrong. Anyway, there is no development intended since the coeftable/se/pvalue/tstat
series of methods is only intended to work well with fixest objects. To extract
the coefficients table from fitted models in a general way, it's better to
use tidy from broom.
se(default): Extracts the standard-errors from an estimation
tstat(default): Extracts the standard-errors from an estimation
pvalue(default): Extracts the p-values from an estimation
se(matrix): Extracts the standard-errors from a VCOV matrix
# NOTA: This function is really made to handle fixest objects
# The default methods works for simple structures, but you'd be
# likely better off with broom::tidy for other models
est = lm(mpg ~ cyl, mtcars)
coeftable(est)
se(est)
Run the code above in your browser using DataLab