# NOT RUN {
aq = airquality
est1 = feols(Ozone ~ i(Month) / Wind + Temp, data = aq)
est2 = feols(Ozone ~ i(Wind, Month) + Temp | Month, data = aq)
# Displaying the two results in a single table
etable(est1, est2)
# keep/drop: keeping only interactions
etable(est1, est2, keep = " x ")
# or using drop (see regexp help):
etable(est1, est2, drop = "^(Month|Temp|\\()")
# keep/drop: dropping interactions
etable(est1, est2, drop = " x ")
# or using keep ("!" reverses the effect):
etable(est1, est2, keep = "! x ")
# order: Wind variable first, intercept last (note the "!" to reverse the effect)
etable(est1, est2, order = c("Wind", "!Inter"))
# Month, then interactions, then the rest
etable(est1, est2, order = c("^Month", " x "))
#
# dict
#
# You can rename variables with dict = c(var1 = alias1, var2 = alias2, etc)
# You can also rename values taken by factors.
# Here's a full example:
dict = c(Temp = "Temperature", "Month::5"="May", "6"="Jun")
etable(est1, est2, dict = dict)
# Note the difference of treatment between Jun and May
# Assume the following dictionnary:
dict = c("Month::5"="May", "Month::6"="Jun", "Month::7"="Jul",
"Month::8"="Aug", "Month::9"="Sep")
# We would like to keep only the Months, but now the names are all changed...
# How to do?
# We can use the special character '%' to make reference to the original names.
etable(est1, est2, dict = dict, keep = "%Month")
#
# signifCode
#
etable(est1, est2, signifCode = c(" A"=0.01, " B"=0.05, " C"=0.1, " D"=0.15, " F"=1))
#
# Using the argument style to customize Latex exports
#
# If you don't like the default layout of the table, no worries!
# You can modify many parameters with the argument style
# To drop the headers before each section, use:
# Note that a space adds an extra line
style_noHeaders = style.tex(var.title = "", fixef.title = "", stats.title = " ")
etable(est1, est2, dict = dict, tex = TRUE, style.tex = style_noHeaders)
# To change the lines of the table + dropping the table footer
style_lines = style.tex(line.top = "\\toprule", line.bottom = "\\bottomrule",
tablefoot = FALSE)
etable(est1, est2, dict = dict, tex = TRUE, style.tex = style_lines)
# Or you have the predefined type "aer"
etable(est1, est2, dict = dict, tex = TRUE, style.tex = style.tex("aer"))
#
# Group and extraline
#
# Sometimes it's useful to group control variables into a single line
# You can achieve that with the group argument
setFixest_fml(..ctrl = ~ poly(Wind, 2) + poly(Temp, 2))
est_c0 = feols(Ozone ~ Solar.R, data = aq)
est_c1 = feols(Ozone ~ Solar.R + ..ctrl, data = aq)
est_c2 = feols(Ozone ~ Solar.R + Solar.R^2 + ..ctrl, data = aq)
etable(est_c0, est_c1, est_c2, group = list(Controls = "%poly"))
# 'group' here does the same as drop = "%poly", but adds an extra line
# with TRUE/FALSE where the variables were found
# Note that the "%" is needed because polnomials are automatically renamed
# so we need to make reference to the original name.
# 'extraline' adds an extra line, where you can add the value for each model
est_all = feols(Ozone ~ Solar.R + Temp + Wind, data = aq)
est_sub1 = feols(Ozone ~ Solar.R + Temp + Wind, data = aq[aq$Month %in% 5:6, ])
est_sub2 = feols(Ozone ~ Solar.R + Temp + Wind, data = aq[aq$Month %in% 7:8, ])
est_sub3 = feols(Ozone ~ Solar.R + Temp + Wind, data = aq[aq$Month == 9, ])
etable(est_all, est_sub1, est_sub2, est_sub3,
extraline = list("Sub-sample" = c("All", "May-June", "Jul.-Aug.", "Sept.")))
# When exporting to Latex, you can add meta arguments to 'group' and 'extraline'
# Two keywords are allowed: 'title' and 'where'
# 'title' adds a line just before with the content of 'title' in the leftmost cell
# 'where' governs the location of the line. It can be equal to 'var', 'stats' or 'fixef'.
# The syntax is: {"{title:Controls; where:stats}Group name"}
# (the enclosing curly braces are only here to make Rd work, please ignore them)
# You can use the shortcut "_Group name" which is equivalent to {"{where:stats}Group name"}
# Examples
etable(est_c0, est_c1, est_c2, tex = TRUE, group = list("{where:stats}Controls" = "poly"))
etable(est_all, est_sub1, est_sub2, est_sub3, tex = TRUE,
extraline = list("{title:\\midrule}Sub-sample" =
c("All", "May-June", "Jul.-Aug.", "Sept.")))
#
# Using custom functions to compute the standard errors
#
# You can customize the way you compute the SEs with the argument .vcov
# Let's use some covariances from the sandwich package
etable(est_c0, est_c1, est_c2, .vcov = sandwich::vcovHC)
# To add extra arguments to vcovHC, you need to use .vcov_args
etable(est_c0, est_c1, est_c2, .vcov = sandwich::vcovHC, .vcov_args = list(type = "HC0"))
#
# Customize which fit statistic to display
#
# You can change the fit statistics with the argument fitstat
# and you can rename them with the dictionnary
etable(est1, est2, fitstat = ~ r2 + n + G)
# If you use a formula, '.' means the default:
etable(est1, est2, fitstat = ~ ll + .)
#
# Computing a different SE for each model
#
est = feols(Ozone ~ Solar.R + Wind + Temp, data = aq)
#
# Method 1: use summary
s1 = summary(est, "standard")
s2 = summary(est, cluster = ~ Month)
s3 = summary(est, cluster = ~ Day)
s4 = summary(est, cluster = ~ Day + Month)
etable(list(s1, s2, s3, s4))
#
# Method 2: using a list in the argument 'cluster'
est_bis = feols(Ozone ~ Solar.R + Wind + Temp | Month, data = aq)
etable(list(est, est_bis), cluster = list("standard", ~ Month))
#
# Method 3: Using rep()
etable(rep(est, cluster = list("standard", ~ Month)))
# When using rep on 2 or more objects, you need to embed them in .l()
etable(rep(.l(est, est_bis), cluster = list("standard", ~ Month, ~ Day)))
# Using each to order differently
etable(rep(.l(est, est_bis), each = 3, cluster = list("standard", ~ Month, ~ Day)))
# }
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