fixest (version 0.12.1)

emmeans_support: Support for emmeans package

Description

If emmeans is installed, its functionality is supported for fixest or fixest_multi objects. Its reference grid is based on the main part of the model, and does not include fixed effects or instrumental variables. Note that any desired arguments to vcov() may be passed as optional arguments in emmeans::emmeans() or emmeans::ref_grid().

Author

Russell V. Lenth

Examples

if(requireNamespace("emmeans") && requireNamespace("AER")) {
    data(Fatalities, package = "AER")
    Fatalities$frate = with(Fatalities, fatal/pop * 10000)
    fat.mod = feols(frate ~ breath * jail * beertax | state + year, data = Fatalities)
    emm = emmeans::emmeans(fat.mod, ~ breath*jail, cluster = ~ state + year)
    emm   ### SEs and CIs are incorrect

    emmeans::contrast(emm, "consec", by = "breath")   ### results are reliable
}