R: Sets the default type of standard errors to be used

setFixest_se {fixest} | R Documentation

## Sets the default type of standard errors to be used

### Description

This functions defines or extracts the default type of standard-errors to computed in `fixest` `summary`, and `vcov`.

### Usage

    setFixest_se(
      no_FE = "standard",
      one_FE = "cluster",
      two_FE = "cluster",
      all = NULL,
      reset = FALSE
    )

    getFixest_se()

### Arguments

`no_FE` | Character scalar equal to either: `"standard"` (default), or `"hetero"`. The type of standard-errors to use by default for estimations without fixed-effects.
`one_FE` | Character scalar equal to either: `"standard"`, `"hetero"`, or `"cluster"` (default). The type of standard-errors to use by default for estimations with one fixed-effect.
`two_FE` | Character scalar equal to either: `"standard"`, `"hetero"`, `"cluster"` (default), or `"twoway"`. The type of standard-errors to use by default for estimations with two or more fixed-effects.
`all` | Character scalar equal to either: `"standard"`, or `"hetero"`. By default is is NULL. If provided, it sets all the SEs to that value.
`reset` | Logical, default is `FALSE`. Whether to reset to the default values.

### Value

The function `getFixest_se()` returns a list with three elements containing the default for estimations i) without, ii) with one, or iii) with two or more fixed-effects.

### Examples

    # By default:
    # - no fixed-effect (FE): standard
    # - one or more FEs: cluster

    data(base_did)
    est_no_FE  = feols(y ~ x1, base_did)
    est_one_FE = feols(y ~ x1 | id, base_did)
    est_two_FE = feols(y ~ x1 | id + period, base_did)

    etable(est_no_FE, est_one_FE, est_two_FE)

    # Changing the default standard-errors
    setFixest_se(no_FE = "hetero", one_FE = "standard", two_FE = "twoway")
    etable(est_no_FE, est_one_FE, est_two_FE)

    # Resetting the defaults
    setFixest_se()

[Package fixest version 0.8.4 Index]