The documentation of the feols() function in the fixest package provides the following usage example:
library(fixest)
res = feols(Sepal.Length ~ Sepal.Width + Petal.Length | Species, iris)
summary(res)
Which gives this result:
OLS estimation, Dep. Var.: Sepal.Length
Observations: 150
Fixed-effects: Species: 3
Standard-errors: Clustered (Species)
Estimate Std. Error t value Pr(>|t|)
Sepal.Width 0.432217 0.161308 2.67945 0.115623
Petal.Length 0.775629 0.126546 6.12925 0.025601 *
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 0.305129 Adj. R2: 0.859538
Within R2: 0.641507
I can also see the information above for each covariate using res$coeftable:
Estimate Std. Error t value Pr(>|t|)
Sepal.Width 0.4322172 0.08138982 5.310458 4.025982e-07
Petal.Length 0.7756295 0.06424566 12.072869 1.151112e-23
My question is, how do I get the estimate, SE, t values and p values for the fixed-effects? In this case, I want to see this information for "setosa", "versicolor", "virginica" of the variable "Species". I read the function documentation and poked around a bit in the res object, but could not find a solution to my problem.