Residual standard deviation of fixest estimations — sigma.fixest • fixest

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

# 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)
#> [1] 0.4782058