extract method for fixest objects created by the model fitting functions in the fixest package. The method can deal with OLS (fitted by feols) and GLM/MLE models (fitted by feglm and other functions).

# S4 method for class 'fixest'
extract(
  model,
  include.nobs = TRUE,
  include.groups = TRUE,
  include.rsquared = TRUE,
  include.adjrs = TRUE,
  include.proj.stats = TRUE,
  include.deviance = TRUE,
  include.loglik = TRUE,
  include.pseudors = TRUE,
  ...
)

Arguments

model

A statistical model object.

include.nobs

Report the number of observations?

include.groups

Report the number of groups?

include.rsquared

Report R^2? (OLS only)

include.adjrs

Report adjusted R^2? (OLS only)

include.proj.stats

Include statistics for projected model? (OLS only)

include.deviance

Report the deviance? (GLM/MLE only)

include.loglik

Report the log likelihood? (GLM/MLE only)

include.pseudors

Report Pseudo-R^2? (GLM/MLE only)

...

Custom parameters, which are handed over to the coeftable method for the fixest object.

Author

Christopher Poliquin, Philip Leifeld