| coeftable {fixest} | R Documentation |
Set of functions to directly extract some commonly used statistics, like the p-value or the table of coefficients, from estimations. This was first implemented for fixest estimations, but has some support for other models.
coeftable(object, se, cluster, ...) ctable(object, se, cluster, ...) pvalue(object, se, cluster, ...) tstat(object, se, cluster, ...) se(object, se, cluster, ...)
object |
An estimation. For example obtained from |
se |
[Fixest specific.] Character scalar. Which kind of standard error should be computed: “standard”, “hetero”, “cluster”, “twoway”, “threeway” or “fourway”? By default if there are clusters in the estimation: |
cluster |
[Fixest specific.] 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 |
... |
Other arguments to be passed to |
This set of functions is primarily constructed for fixest estimations. Although it can work for non-fixest estimations, support for exotic estimation procedures that do not report standardized coefficient tables is highly limited.
Returns a table of coefficients, with in rows the variables and four columns: the estimate, the standard-error, the t-statistic and the p-value.
pvalue: Extracts the p-value of an estimation
tstat: Extracts the t-statistics of an estimation
se: Extracts the standard-error of an estimation
# Some data and estimation data(trade) est = fepois(Euros ~ log(dist_km) | Origin^Product + Year, trade) # # Coeftable/se/tstat/pvalue # # Default is clustering along Origin^Product coeftable(est) se(est) tstat(est) pvalue(est) # Now with two-way clustered standard-errors # and using ctable(), the alias to coeftable() ctable(est, cluster = ~Origin + Product) se(est, cluster = ~Origin + Product) pvalue(est, cluster = ~Origin + Product) tstat(est, cluster = ~Origin + Product) # Or you can cluster only once: est_sum = summary(est, cluster = ~Origin + Product) ctable(est_sum) se(est_sum) tstat(est_sum) pvalue(est_sum)