title: Delta method for fixed effects regression using feols function
body: <p>I have the following regression in R using the 'fixest' package. Yields are a function of N, N^2, P, K and S with producer by year fixed effects.</p>
  <pre><code>yield&lt;- feols(yield ~ N + N_square + P + K + S |producer*year, data=data, se=&quot;hetero&quot;)
  </code></pre>
  <p>I need to use the delta method from the 'car' package to estimate the optimal rate of N and obtain the standard error. In the below example, using the marginal effect of nitrogen from my regression, I am finding the optimal rate of N at an input:output price ratio = 4.</p>
  <pre><code>deltaMethod(yield, &quot;(4 - b1)/(2*b2)&quot;, parameterNames= paste(&quot;b&quot;, 0:2, sep=&quot;&quot;))
  </code></pre>
  <p>My issue is I am unable to run the <code>deltaMethod</code> with the <code>feols</code> regression. I am given the following error:</p>
  <pre><code>Warning: In vcov.fixest(object, complete = FALSE):'complete' is not a valid argument of
  function vcov.fixest (fyi, some of its
  main arguments are 'vcov' and 'ssc').
  Error in eval(g., envir) : object 'b1' not found
  </code></pre>
  <p>The deltaMethod works with lm functions. This is an issue for me, as I cannot run my regression instead as an lm function with the fixed effects as factors. This is because with my chosen data set and fixed effect variables it is extremely slow to run.</p>
  <p>Is there any alternatives to the deltaMethod function that works with feols regressions?</p>