fixest (version 0.8.0)

i: Create, or interact variables with, factors

Description

Treat a variable as a factor, or interacts a variable with another treated as a factor. Values to be dropped/kept from the factor can be easily set.

Usage

i(var, f, ref, drop, keep)
interact

Arguments

var

A vector to be interacted with f. If the other argument f is missing, then this vector will be treated as the argument f.

f

A vector (of any type) that will be treated as a factor. Must be of the same length as var if var is not missing.

ref

A single value that belongs to the interacted variable (f). Can be missing.

drop

A vector of values that belongs to the factor variable (f). If provided, all values from f that match drop will be removed.

keep

A vector of values that belongs to the factor variable (f). If provided, only the values from f that match keep will be kept.

Value

It returns a matrix with number of rows the length of var. The number of columns is equal to the number of cases contained in f minus the reference.

Format

An object of class function of length 1.

Shorthand in <code>fixest</code> estimations

In fixest estimations, instead of using i(var, f, ref), you can instead use the following writing var::f(ref). Note that this way of doing interactions is not endorsed any more and will likely be deprecated in the future.

See Also

coefplot to plot interactions, feols for OLS estimation with multiple fixed-effects.

Examples

# NOT RUN {
#
# Simple illustration
#

x = 1:10
y = rep(1:4, 3)[1:10]

# interaction
cbind(x, y, i(x, y, 1))

# without interaction
cbind(x, y, i(y, ref = 1))

# You can interact factors too
z = rep(c("a", "b", "c"), c(5, 3, 2))
data.frame(z, y, i(z, y))

#
# In fixest estimations
#

data(base_did)
# We interact the variable 'period' with the variable 'treat'
est_did = feols(y ~ x1 + i(treat, period, 5) | id + period, base_did)

# => special treatment in coefplot
coefplot(est_did)

# Using i() for factors
est_bis = feols(y ~ x1 + i(period, keep = 3:6) + i(treat, period, 5) | id, base_did)

coefplot(est_bis, only.inter = FALSE)

# => special treatment in etable
etable(est_bis, dict = c("6" = "six"))


# }