Extracts the bread matrix from fixest objects

Source: R/methods.R

Extracts the bread matrix from fixest objects to be used to compute sandwich variance-covariance matrices.

# S3 method for class 'fixest'
bread(x, ...)

Arguments

x

A fixest object, obtained for instance from feols.

...

Not currently used.

Value

Returns a matrix of the same dimension as the number of variables used in the estimation.

Examples


est = feols(Petal.Length ~ Petal.Width + Sepal.Width, iris)
bread(est)
#>             (Intercept) Petal.Width Sepal.Width
#> (Intercept)    70.47268   -6.316660  -20.245387
#> Petal.Width    -6.31666    2.000923    1.281144
#> Sepal.Width   -20.24539    1.281144    6.119342