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Extract the estimated standard deviation of the errors from fixest estimations.
fixest
# S3 method for fixest sigma(object, ...)
A fixest object.
Not currently used.
Returns a numeric scalar.
feols, fepois, feglm, fenegbin, feNmlm.
feols
fepois
feglm
fenegbin
feNmlm
# NOT RUN { est = feols(Petal.Length ~ Petal.Width, iris) sigma(est) # }
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