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I am using the estimation function femlm from the library fixest and want to use the results/values in texreg to create LaTeX tables side-by-side with results from using other estimation functions.

I have been able to include results/values from lm_robust in the library estimatr using

setMethod("extract", signature = className("lm_robust", "estimatr"), definition = extract.lm_robust)

but I have not found a way to do the same with results/values from the library fixest

Any suggestion?

If the only way to do that is to write an extraction function, any tip here would also be much appreciated.

starball
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Grillo
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  • Probably yes: If there isn't a method already, you would have to write one yourself. Try having a look at the package modelsummary in case you don't have to use texreg for a ready-to-use solution. – dufei Mar 17 '23 at 22:06
  • I don't know the `femlm` function, but `texreg` supports `fixest` objects from the `fixest` package. See the [code here on GitHub for the extract method](https://github.com/leifeld/texreg/blob/fd0d82a578be5527ba04dd84658e4cb7f2b21ad8/R/extract.R#L2109). If you need some examples of how to adjust the code and create a similar method for `femlm`, see the links provided in the last sentence under "Documentation" on the [GitHub repository landing page for `texreg`](https://github.com/leifeld/texreg). Happy to accept pull requests if you want to contribute something. – Philip Leifeld Mar 18 '23 at 18:39

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A note on femlm in this regard: it seems that femlm does not support "deviance" (in contrast to other fixest functions). Setting "include.deviance = FALSE" has solved the problem for me.

CathaL
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