To me, this is unfortunate, because "fixest_multi" is not recognized as a useful class by outside packages that otherwise work nicely with fixest, like, for example, broom or even the base R generics (vcov etc):
> vcov(res_multi[lhs=1,fixef=1,sample=1,rhs=1])
Error in UseMethod("vcov") :
no applicable method for 'vcov' applied to an object of class "fixest_multi"
My current solution to this dilemma is to manually unwrap this one step further:
Consider the example provided in the "Multiple Estimations" vignette:
On my machine, a single "slice" of
res_multi
(e.g., the rest of a single fixed effects regression) has class "fixest_multi":To me, this is unfortunate, because "fixest_multi" is not recognized as a useful class by outside packages that otherwise work nicely with
fixest
, like, for example,broom
or even the base R generics (vcov
etc):My current solution to this dilemma is to manually unwrap this one step further:
However, it would be nice if this was unnecessary.