Feols.resid

resid()

Fitted model residuals.

For weighted models the residuals are rescaled by the square root of the weights, so they are on the scale of the original dependent variable.

Returns

Name	Type	Description
	np.ndarray	A np.ndarray with the residuals of the estimated regression model.

import pyfixest as pf

fit = pf.feols("Y ~ X1 + X2 | f1", pf.get_data())
fit.resid()[:5]

array([ 1.47475887,  0.30548207, -0.74805202, -0.77787528, -0.5459377 ])