| etable {fixest} | R Documentation |
Aggregates the results of multiple estimations and displays them in the form of either a Latex table or a data.frame.
etable(
...,
se = NULL,
dof = NULL,
cluster = NULL,
stage = 2,
agg = NULL,
.vcov,
.vcov_args = NULL,
digits = 4,
digits.stats = 5,
tex,
fitstat,
title,
coefstat = "se",
ci = 0.95,
sdBelow = TRUE,
keep,
drop,
order,
dict,
file,
replace = FALSE,
convergence,
signifCode,
label,
float,
subtitles = list("auto"),
fixef_sizes = FALSE,
fixef_sizes.simplify = TRUE,
keepFactors = TRUE,
family,
powerBelow = -5,
interaction.combine = " $\\times $ ",
depvar = TRUE,
style.tex = NULL,
style.df = NULL,
notes = NULL,
group = NULL,
extraline = NULL,
placement = "htbp",
drop.section = NULL,
poly_dict = c("", " square", " cube"),
postprocess.tex = NULL,
postprocess.df = NULL,
fit_format = "__var__"
)
setFixest_etable(
digits = 4,
digits.stats = 5,
fitstat,
coefstat = c("se", "tstat", "confint"),
ci = 0.95,
sdBelow = TRUE,
keep,
drop,
order,
dict,
signifCode,
float,
fixef_sizes = FALSE,
fixef_sizes.simplify = TRUE,
family,
powerBelow = -5,
interaction.combine = " $\\times $ ",
depvar,
style.tex = NULL,
style.df = NULL,
notes = NULL,
group = NULL,
extraline = NULL,
placement = "htbp",
drop.section = NULL,
postprocess.tex = NULL,
postprocess.df = NULL,
fit_format = "__var__",
reset = FALSE
)
getFixest_etable()
esttable(
...,
se = NULL,
dof = NULL,
cluster = NULL,
stage = 2,
agg = NULL,
.vcov,
.vcov_args = NULL,
digits = 4,
digits.stats = 5,
fitstat,
coefstat = "se",
ci = 0.95,
sdBelow = TRUE,
keep,
drop,
order,
dict,
file,
replace = FALSE,
convergence,
signifCode,
subtitles = list("auto"),
fixef_sizes = FALSE,
fixef_sizes.simplify = TRUE,
keepFactors = TRUE,
family,
powerBelow = -5,
interaction.combine = " $\\times $ ",
depvar = TRUE,
style.df = NULL,
group = NULL,
extraline = NULL,
drop.section = NULL,
poly_dict = c("", " square", " cube"),
postprocess.df = NULL,
fit_format = "__var__"
)
esttex(
...,
se = NULL,
dof = NULL,
cluster = NULL,
stage = 2,
agg = NULL,
.vcov,
.vcov_args = NULL,
digits = 4,
digits.stats = 5,
fitstat,
title,
coefstat = "se",
ci = 0.95,
sdBelow = TRUE,
keep,
drop,
order,
dict,
file,
replace = FALSE,
convergence,
signifCode,
label,
float,
subtitles = list("auto"),
fixef_sizes = FALSE,
fixef_sizes.simplify = TRUE,
keepFactors = TRUE,
family,
powerBelow = -5,
interaction.combine = " $\\times $ ",
depvar = TRUE,
style.tex = NULL,
notes = NULL,
group = NULL,
extraline = NULL,
placement = "htbp",
drop.section = NULL,
poly_dict = c("", " square", " cube"),
postprocess.tex = NULL,
fit_format = "__var__"
)
... |
Used to capture different |
se |
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: |
dof |
An object of class |
cluster |
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 |
stage |
Can be equal to |
agg |
A character scalar describing the variable names to be aggregated, it is pattern-based. All variables that match the pattern will be aggregated. It must be of the form |
.vcov |
A function to be used to compute the standard-errors of each fixest object. You can pass extra arguments to this function using the argument |
.vcov_args |
A list containing arguments to be passed to the function |
digits |
Integer or character scalar. Default is 4 and represents the number of significant digits to be displayed for the coefficients and standard-errors. To apply rounding instead of significance use, e.g., |
digits.stats |
Integer or character scalar. Default is 5 and represents the number of significant digits to be displayed for the fit statistics. To apply rounding instead of significance use, e.g., |
tex |
Logical: whether the results should be a data.frame or a Latex table. By default, this argument is |
fitstat |
A character vector or a one sided formula (both with only lowercase letters). A vector listing which fit statistics to display. The valid types are 'n', 'll', 'aic', 'bic' and r2 types like 'r2', 'pr2', 'war2', etc (see all valid types in |
title |
(Tex only.) Character scalar. The title of the Latex table. |
coefstat |
One of |
ci |
Level of the confidence interval, defaults to |
sdBelow |
(Tex only.) Logical, default is |
keep |
Character vector. This element is used to display only a subset of variables. This should be a vector of regular expressions (see |
drop |
Character vector. This element is used if some variables are not to be displayed. This should be a vector of regular expressions (see |
order |
Character vector. This element is used if the user wants the variables to be ordered in a certain way. This should be a vector of regular expressions (see |
dict |
A named character vector or a logical scalar. It changes the original variable names to the ones contained in the |
file |
A character scalar. If provided, the Latex (or data frame) table will be saved in a file whose path is |
replace |
Logical, default is |
convergence |
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. |
signifCode |
Named numeric vector, used to provide the significance codes with respect to the p-value of the coefficients. Default is |
label |
(Tex only.) Character scalar. The label of the Latex table. |
float |
(Tex only.) Logical. By default, if the argument |
subtitles |
Character vector or list. The elements should be of length 1 or of the same length as the number of models. If a list, the names of the list will be displayed on the leftmost column. By default it is equal to |
fixef_sizes |
(Tex only.) Logical, default is |
fixef_sizes.simplify |
Logical, default is |
keepFactors |
Logical, default is |
family |
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. |
powerBelow |
(Tex only.) Integer, default is -5. A coefficient whose value is below |
interaction.combine |
(Tex only.) Character scalar, defaults to |
depvar |
Logical, default is |
style.tex |
An object created by the function |
style.df |
An object created by the function |
notes |
(Tex only.) Character vector. If provided, a |
group |
A list. The list elements should be vectors of regular expressions. For each elements of this list: A new line in the table is created, all variables that are matched by the regular expressions are discarded (same effect as the argument |
extraline |
A list. The list elements should be either a single logical or a vector of the same length as the number of models. For each elements of this list: A new line in the table is created, the list name being the row name and the vector being the content of the cells. Example: |
placement |
(Tex only.) Character string giving the position of the float in Latex. Default is "htbp". It must consist of only the characters 'h', 't', 'b', 'p', 'H' and '!'. Reminder: h: here; t: top; b: bottom; p: float page; H: definitely here; !: prevents Latex to look for other positions. Note that it can be equal to the empty string (and you'll get the default placement). |
drop.section |
Character vector which can be of length 0 (i.e. equal to |
poly_dict |
Character vector, default is |
postprocess.tex |
A function that will postprocess the character vector defining the latex table. Only when |
postprocess.df |
A function that will postprocess.tex the resulting data.frame. Only when |
fit_format |
Character scalar, default is |
reset |
( |
The function esttex is equivalent to the function etable with argument tex = TRUE. This function is deprecated.
The function esttable is equivalent to the function etable with argument tex = FALSE. This function is deprecated.
You can permanently change the way your table looks in Latex by using setFixest_etable. The following vignette gives an example as well as illustrates how to use the style and postprocessing functions: Exporting estimation tables.
When the argument postprocessing.tex is not missing, two additional tags will be included in the character vector returned by etable: "%start:tab\n" and "%end:tab\n". These can be used to identify the start and end of the tabular and are useful to insert code within the table environment.
If tex = TRUE, the lines composing the Latex table are returned invisibly while the table is directly prompted on the console.
If tex = FALSE, the data.frame is directly returned. If the argument file is not missing, the data.frame is printed and returned invisibly.
esttable: Exports the results of multiple fixest estimations in a Latex table.
esttex: Exports the results of multiple fixest estimations in a Latex table.
digits handle the number of decimals displayed?The default display of decimals is the outcome of an algorithm. Let's take the example of digits = 3 which "kind of" requires 3 significant digits to be displayed.
For numbers greater than 1 (in absolute terms), their integral part is always be displayed and the number of decimals shown is equal to digits minus the number of digits in the integral part. This means that 12.345 will be displayed as 12.3. If the number of decimals should be 0, then a single decimal is displayed to suggest that the number is not whole. This means that 1234.56 will be displayed as 1234.5. Note that if the number is whole, no decimals are shown.
For numbers lower than 1 (in absolute terms), the number of decimals displayed is equal to digits except if there are only 0s in which case the first significant digit is shown. This means that 0.01234 will be displayed as 0.012 (first rule), and that 0.000123 will be displayed as 0.0001 (second rule).
The arguments keep, drop and order use regular expressions. If you are not aware of regular expressions, I urge you to learn it, since it is an extremely powerful way to manipulate character strings (and it exists across most programming languages).
For example drop = "Wind" would drop any variable whose name contains "Wind". Note that variables such as "Temp:Wind" or "StrongWind" do contain "Wind", so would be dropped. To drop only the variable named "Wind", you need to use drop = "^Wind$" (with "^" meaning beginning, resp. "$" meaning end, of the string => this is the language of regular expressions).
Although you can combine several regular expressions in a single character string using pipes, drop also accepts a vector of regular expressions.
You can use the special character "!" (exclamation mark) to reverse the effect of the regular expression (this feature is specific to this fonction). For example drop = "!Wind" would drop any variable that does not contain "Wind".
You can use the special character "%" (percentage) to make reference to the original variable name instead of the aliased name. For example, you have a variable named "Month6", and use a dictionary dict = c(Month6="June"). Thus the variable will be displayed as "June". If you want to delete that variable, you can use either drop="June", or drop="%Month6" (which makes reference to its original name).
The argument order takes in a vector of regular expressions, the order will follow the elments of this vector. The vector gives a list of priorities, on the left the elements with highest priority. For example, order = c("Wind", "!Inter", "!Temp") would give highest priorities to the variables containing "Wind" (which would then appear first), second highest priority is the variables not containing "Inter", last, with lowest priority, the variables not containing "Temp". If you had the following variables: (Intercept), Temp:Wind, Wind, Temp you would end up with the following order: Wind, Temp:Wind, Temp, (Intercept).
Laurent Berge
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 fixed-effects coefficients.
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)))