fixest (version 0.8.4)

fitstat_register: Register custom fit statistics

Description

Enables the registration of custom fi statistics that can be easily summoned with the function fitstat.

Usage

fitstat_register(type, fun, alias)

Arguments

type

A character scalar giving the type-name.

fun

A function to be applied to a fixest estimation. It must return either a scalar, either a list. Note that for the print method to work correctly, the names of the items of the list must be one of: stat, p, df, df1, df2, vcov. Only the print method is affected by this.

alias

An alias to be used in lieu of the type name in the display methods (ie when used in the function print.fixest_fitstat or etable).

Examples

# NOT RUN {
data(trade)
gravity = feols(log(Euros) ~ log(dist_km) | Destination + Origin, trade)

# Extracting the 'working' number of observations used to compute the pvalues
fitstat(gravity, "g", simplify = TRUE)

# Some fit statistics
fitstat(gravity, ~ rmse + r2 + wald + wf)

# You can use them in etable
etable(gravity, fitstat = ~ rmse + r2 + wald + wf)

# For wald and wf, you could show the pvalue instead:
etable(gravity, fitstat = ~ rmse + r2 + wald.p + wf.p)

# Now let's display some statistics that are not built-in
# => we use fitstat_register to create them

# We need: a) type name, b) the function to be applied
#          c) (optional) an alias

fitstat_register("tstand", function(x) tstat(x, se = "stand")[1], "t-stat (regular)")
fitstat_register("thc", function(x) tstat(x, se = "heter")[1], "t-stat (HC1)")
fitstat_register("t1w", function(x) tstat(x, se = "clus")[1], "t-stat (clustered)")
fitstat_register("t2w", function(x) tstat(x, se = "twow")[1], "t-stat (2-way)")

# Now we can use these keywords in fitstat:
etable(gravity, fitstat = ~ . + tstand + thc + t1w + t2w)

# Note that the custom stats we created are can easily lead
# to errors, but that's another story!


# }