How do I store the estimation sample from a fixest::feols
regression so that I can calculate summary statistics? In Stata this can be done with e(sample)
, eg. sum y if e(sample)
to calculate the mean of the dependent variable on the estimation sample.
From a previous question, I see that obs(model)
can be used to store the estimation sample to run further regressions using subset
, but I don't see how to use it to calculate summary statistics, because obs(model)
returns integers instead of Booleans.
One solution is filtering on the indices of the dataframe:
df %>% filter(row_number() %in% obs(model))
%>% summarize(y_mean = mean(y))