When I run an 2SLS regression, say:
library(fixest)
twosls <- feols(Sepal.Length ~ Petal.Length | Species ~ Petal.Width, data = iris)
summary(twosls)
fitstat(twosls, ~ivf)
I can't seem to find the F-stats in twosls by looking through the object. I assume it will be somewhere inside 2sls$iv_first_stage but no luck.
The f-stat appears when i run summary() and also by using fitstat(2sls, ivf) but I am trying to extract it directly from the object.
Summary
... F-test (1st stage), Speciesversicolor: stat = 13.4, p = 3.545e-4, on 1 and 147 DoF. F-test (1st stage), Speciesvirginica : stat = 28.3, p = 3.735e-7, on 1 and 147 DoF. ...
Fitstat
F-test (1st stage), Speciesversicolor: stat = 13.4, p = 3.545e-4, on 1 and 147 DoF. F-test (1st stage), Speciesvirginica : stat = 28.3, p = 3.735e-7, on 1 and 147 DoF.
As mentioned in a comment, I wouldn't be suprised if it's not part of twosls before printing. I.e. you would need to calculate it manually if you do not want to use print(), summary(), or fitstat(), but I haven't checked (yet).
If via fitstat() is ok, then try
library(fixest)
twosls = feols(Sepal.Length ~ Petal.Length | Species ~ Petal.Width, data = iris)
fs = fitstat(twosls, ~ivf)
data.frame(vn = names(fs[[1]]), list2DF(fs))
vn ivf1..Speciesversicolor ivf1..Speciesvirginica
1 stat 13.37481 28.33797
2 p 0.0003545351 3.734527e-07
3 df1 1 1
4 df2 147 147
You might want to add first_stage, second_stage.