Extract residuals from heteroskedasticity robust standard model (lm_robust())

Question

I need to extract residuals from a model in R where I have used

lm_robust(XS1 ~ rmrf + smb + hml + umd, data=df)

Does anybody know how to do it, please?

The use of residuals(), resid(), rstandard() don't work with this function.

Answer 1

library(estimatr)
model <- lm_robust(XS1 ~ rmrf + smb + hml + umd, data = df)
df$residuals <- (model$fitted.values - df$XS1)

Can you calculate the residuals like this?