Feols.se

se()

Coefficient standard errors as a pandas Series.

Returns the Std. Error column of tidy(). The values depend on the variance estimator of the model, which can be changed via vcov().

Returns

Name	Type	Description
	pandas.Series	Standard errors, indexed by coefficient name.

Examples

import pyfixest as pf

fit = pf.feols("Y ~ X1 + X2 | f1", pf.get_data())
fit.se()

Coefficient
X1    0.066373
X2    0.017596
Name: Std. Error, dtype: float64