fixest
estimations in a Latex table.This function aggregates the results of multiple estimations and display them in the form of one Latex table whose row names are the variables and the columns contain the coefficients and standard-errors.
esttex(..., se = c("standard", "white", "cluster", "twoway", "threeway",
"fourway"), dof = TRUE, cluster, digits = 4, pseudo = TRUE, title,
sdBelow = TRUE, drop, order, dict = getFixest_dict(), file,
replace = FALSE, convergence, signifCode = c(`***` = 0.01, `**` =
0.05, `*` = 0.1), label, aic = FALSE, sqCor = FALSE, subtitles,
fixef_sizes = FALSE, bic = TRUE, loglik = FALSE,
yesNoFixef = c("Yes", "No"), keepFactors = TRUE, family,
powerBelow = -5)
Character scalar. Which kind of standard error should be computed: “standard”, “White”, “cluster”, “twoway”, “threeway” or “fourway”? By default if there are clusters in the estimation: se = "cluster"
, otherwise se = "standard"
. Note that this argument can be implicitly deduced from the argument cluster
.
Logical, default is TRUE
. Should there be a degree of freedom correction to the standard errors of the coefficients?
Tells how to cluster the standard-errors (if clustering is requested). Can be either a list of vectors, a character vector of variable names, a formula or an integer vector. Assume we want to perform 2-way clustering over var1
and var2
contained in the data.frame base
used for the estimation. All the following cluster
arguments are valid and do the same thing: cluster = base[, c("var1, "var2")]}, \code{cluster = c("var1, "var2")
, cluster = ~var1+var2
. If the two variables were used as clusters in the estimation, you could further use cluster = 1:2
or leave it blank with se = "twoway"
(assuming var1
[resp. var2
] was the 1st [res. 2nd] cluster).
Integer, default is 4. The number of digits to be displayed.
Logical, default is TRUE
. Should the pseudo R2 be displayed?
Character scalar. The title of the Latex table.
Logical, default is TRUE
. Should the standard-errors be displayed below the coefficients?
Character vector. This element is used if some variables are not to be displayed. This should be a regular expression (see regex
help for more info). There can be more than one regular expression. Each variable satisfying the regular expression will be discarded.
Character vector. This element is used if the user wants the variables to be ordered in a certain way. This should be a regular expression (see regex
help for more info). There can be more than one regular expression. The variables satisfying the first regular expression will be placed first, then the order follows the sequence of regular expressions.
A named character vector. It changes the original variable names to the ones contained in the dict
. E.g. to change the variables named a
and b3
to (resp.) “$log(a)$” and to “$bonus^3$”, use dict=c(a="$log(a)$",b3="$bonus^3$")
. By default it is equal to getFixest_dict()
, a default dictionary can be set with setFixest_dict
.
A character scalar. If provided, the Latex table will be saved in a file whose path is file
.
Logical, default is FALSE
. Only used if option file
is used. Should the Latex table be written in a new file that replaces any existing file?
Logical, default is missing. Should the convergence state of the algorithm be displayed? By default, convergence information is displayed if at least one model did not converge.
Named numeric vector, used to provide the significance codes with respect to the p-value of the coefficients. Default is c("***"=0.01, "**"=0.05, "*"=0.10)
.
Character scalar. The label of the Latex table.
Logical, default is FALSE
. Should the AIC be displayed?
Logical, default is FALSE
. Should the squared correlation be displayed?
Character vector of the same length as the number of models to be displayed. If provided, subtitles are added underneath the dependent variable name.
Logical, default is FALSE
. If TRUE
and fixed-effects were used in the models, then the number "individuals" per fixed-effect dimension is also displayed.
Logical, default is TRUE
.Should the BIC be reported?
Logical, default is TRUE
. Should the log-likelihood be reported?
A character vector of length 2. Default is c("Yes", "No")
. This is the message displayed when a given cluster is (or is not) included in a regression.
Logical, default is TRUE
. If FALSE
, then factor variables are displayed as fixed-effects and no coefficient is shown.
A logical, default is missing. Whether to display the families of the models. By default this line is displayed when at least two models are from different families.
Integer, default is -5. A coefficient whose value is below 10**(powerBelow+1)
is written with a power in Latex. For example 0.0000456
would be written 4.56$\times 10^{-5}$
by default. Setting powerBelow = -6
would lead to 0.00004
in Latex.
There is nothing returned, the result is only displayed on the console or saved in a file.
See also the main estimation functions femlm
, feols
or feglm
. Use summary.fixest
to see the results with the appropriate standard-errors, fixef.fixest
to extract the cluster coefficients, and the functions esttable
and esttex
to visualize the results of multiple estimations.
# NOT RUN {
# two fitted models with different expl. variables:
res1 = femlm(Sepal.Length ~ Sepal.Width + Petal.Length +
Petal.Width | Species, iris)
res2 = femlm(Sepal.Length ~ Petal.Width | Species, iris)
# We export the three results in one Latex table,
# with clustered standard-errors:
esttex(res1, res2, se = "cluster")
# Changing the names & significance codes
esttex(res1, res2, dict = c(Sepal.Length = "The sepal length", Sepal.Width = "SW"),
signifCode = c("**" = 0.1, "*" = 0.2, "n.s."=1))
# }
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