Augment accepts a model object and a dataset and adds
information about each observation in the dataset. Most commonly, this
includes predicted values in the `.fitted`

column, residuals in the
`.resid`

column, and standard errors for the fitted values in a `.se.fit`

column. New columns always begin with a `.`

prefix to avoid overwriting
columns in the original dataset.

Users may pass data to augment via either the `data`

argument or the
`newdata`

argument. If the user passes data to the `data`

argument,
it **must** be exactly the data that was used to fit the model
object. Pass datasets to `newdata`

to augment data that was not used
during model fitting. This still requires that at least all predictor
variable columns used to fit the model are present. If the original outcome
variable used to fit the model is not included in `newdata`

, then no
`.resid`

column will be included in the output.

Augment will often behave differently depending on whether `data`

or
`newdata`

is given. This is because there is often information
associated with training observations (such as influences or related)
measures that is not meaningfully defined for new observations.

For convenience, many augment methods provide default `data`

arguments,
so that `augment(fit)`

will return the augmented training data. In these
cases, augment tries to reconstruct the original data based on the model
object with varying degrees of success.

The augmented dataset is always returned as a tibble::tibble with the
**same number of rows** as the passed dataset. This means that the
passed data must be coercible to a tibble. At this time, tibbles do not
support matrix-columns. This means you should not specify a matrix
of covariates in a model formula during the original model fitting
process, and that `splines::ns()`

, `stats::poly()`

and
`survival::Surv()`

objects are not supported in input data. If you
encounter errors, try explicitly passing a tibble, or fitting the original
model on data in a tibble.

We are in the process of defining behaviors for models fit with various
`na.action`

arguments, but make no guarantees about behavior when data is
missing at this time.

# S3 method for fixest augment( x, data = NULL, newdata = NULL, type.predict = c("link", "response"), type.residuals = c("response", "deviance", "pearson", "working"), ... )

x | A |
---|---|

data | A base::data.frame or |

newdata | A |

type.predict | Passed to |

type.residuals | Passed to |

... | Additional arguments passed to |

Important note: `fixest`

models do not include a copy of the input
data, so you must provide it manually.

augment.fixest only works for `fixest::feols()`

, `fixest::feglm()`

, and
`fixest::femlm()`

models. It does not work with results from
`fixest::fenegbin()`

, `fixest::feNmlm()`

, or `fixest::fepois()`

.

`augment()`

, `fixest::feglm()`

, `fixest::femlm()`

, `fixest::feols()`

Other fixest tidiers:
`tidy.fixest()`

A `tibble::tibble()`

with columns:

Fitted or predicted value.

The difference between observed and fitted values.

#>#> #> #> #> #>gravity <- feols(log(Euros) ~ log(dist_km) | Origin + Destination + Product + Year, trade) tidy(gravity)#> # A tibble: 1 × 5 #> term estimate std.error statistic p.value #> <chr> <dbl> <dbl> <dbl> <dbl> #> 1 log(dist_km) -2.17 0.154 -14.1 0.00000000119#> # A tibble: 1 × 9 #> r.squared adj.r.squared within.r.squared pseudo.r.squared sigma nobs AIC #> <dbl> <dbl> <dbl> <dbl> <dbl> <int> <dbl> #> 1 0.706 0.705 0.219 NA 1.74 38325 151481. #> # … with 2 more variables: BIC <dbl>, logLik <dbl>#> # A tibble: 38,325 × 9 #> .rownames Destination Origin Product Year dist_km Euros .fitted .resid #> <chr> <fct> <fct> <int> <dbl> <dbl> <dbl> <dbl> <dbl> #> 1 1 LU BE 1 2007 140. 2966697 14.1 0.812 #> 2 2 BE LU 1 2007 140. 6755030 13.0 2.75 #> 3 3 LU BE 2 2007 140. 57078782 16.9 0.924 #> 4 4 BE LU 2 2007 140. 7117406 15.8 -0.0470 #> 5 5 LU BE 3 2007 140. 17379821 16.3 0.378 #> 6 6 BE LU 3 2007 140. 2622254 15.2 -0.402 #> 7 7 LU BE 4 2007 140. 64867588 17.4 0.595 #> 8 8 BE LU 4 2007 140. 10731757 16.3 -0.0937 #> 9 9 LU BE 5 2007 140. 330702 14.1 -1.37 #> 10 10 BE LU 5 2007 140. 7706 13.0 -4.02 #> # … with 38,315 more rows## To get robust or clustered SEs, users can either: # 1) Or, specify the arguments directly in the tidy() call tidy(gravity, conf.int = TRUE, cluster = c("Product", "Year"))#> # A tibble: 1 × 7 #> term estimate std.error statistic p.value conf.low conf.high #> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> #> 1 log(dist_km) -2.17 0.0760 -28.5 3.88e-10 -2.32 -2.02#> # A tibble: 1 × 7 #> term estimate std.error statistic p.value conf.low conf.high #> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> #> 1 log(dist_km) -2.17 0.175 -12.4 0.00000000608 -2.51 -1.83# 2) Feed tidy() a summary.fixest object that has already accepted these arguments gravity_summ <- summary(gravity, cluster = c("Product", "Year")) tidy(gravity_summ, conf.int = TRUE)#> # A tibble: 1 × 7 #> term estimate std.error statistic p.value conf.low conf.high #> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> #> 1 log(dist_km) -2.17 0.0760 -28.5 3.88e-10 -2.32 -2.02# Approach (1) is preferred. # }