R: Subset a fixest_multi object

[.fixest_multi {fixest} | R Documentation

## Subset a fixest_multi object

### Description

Subset a fixest_multi object using different keys.

### Usage

    ## S3 method for class 'fixest_multi'
    x[i, sample, lhs, rhs, fixef, iv, I, reorder = TRUE, drop = TRUE]

### Arguments

`x` | A `fixest_multi` object, obtained from a `fixest` estimation leading to multiple results.
`i` | An integer vector. Represents the estimations to extract.
`sample` | An integer vector, a logical scalar, or a character vector. It represents the `sample` identifiers for which the results should be extracted. Only valid when the `fixest` estimation was a split sample. You can use `.N` to refer to the last element. If logical, all elements are selected in both cases, but `FALSE` leads `sample` to become the rightmost key (just try it out).
`lhs` | An integer vector, a logical scalar, or a character vector. It represents the left-hand-sides identifiers for which the results should be extracted. Only valid when the `fixest` estimation contained multiple left-hand-sides. You can use `.N` to refer to the last element. If logical, all elements are selected in both cases, but `FALSE` leads `lhs` to become the rightmost key (just try it out).
`rhs` | An integer vector or a logical scalar. It represents the right-hand-sides identifiers for which the results should be extracted. Only valid when the `fixest` estimation contained multiple right-hand-sides. You can use `.N` to refer to the last element. If logical, all elements are selected in both cases, but `FALSE` leads `rhs` to become the rightmost key (just try it out).
`fixef` | An integer vector or a logical scalar. It represents the fixed-effects identifiers for which the results should be extracted. Only valid when the `fixest` estimation contained fixed-effects in a stepwise fashion. You can use `.N` to refer to the last element. If logical, all elements are selected in both cases, but `FALSE` leads `fixef` to become the rightmost key (just try it out).
`iv` | An integer vector or a logical scalar. It represent the stages of the IV. Note that the length can be greater than 2 when there are multiple endogenous regressors (the first stage corresponding to multiple estimations). Note that the order of the stages depends on the `stage` argument from `summary.fixest`. If logical, all elements are selected in both cases, but `FALSE` leads `iv` to become the rightmost key (just try it out).
`I` | An integer vector. Represents the root element to extract.
`reorder` | Logical, default is `TRUE`. Indicates whether reordering of the results should be performed depending on the user input.
`drop` | Logical, default is `TRUE`. If the result contains only one estimation, then if `drop = TRUE` it will be transformed into a `fixest` object (instead of `fixest_multi`).

### Details

The order with we we use the keys matter. Every time a key `sample`, `lhs`, `rhs`, `fixef` or `iv` is used, a reordering is performed to consider the leftmost-side key to be the new root.

Use logical keys to easily reorder. For example, say the object `res` contains a multiple estimation with multiple left-hand-sides, right-hand-sides and fixed-effects. By default the results are ordered as follows: `lhs`, `fixef`, `rhs`. If you use `res[lhs = FALSE]`, then the new order is: `fixef`, `rhs`, `lhs`. With `res[rhs = TRUE, lhs = FALSE]` it becomes: `rhs`, `fixef`, `lhs`. In both cases you keep all estimations.

### Value

It returns a `fixest_multi` object. If there is only one estimation left in the object, then the result is simplified into a `fixest` object.

### See Also

The main fixest estimation functions: `feols`, `fepois`, `fenegbin`, `feglm`, `feNmlm`. Tools for mutliple fixest estimations: `summary.fixest_multi`, `print.fixest_multi`, `as.list.fixest_multi`, `sub-sub-.fixest_multi`, `sub-.fixest_multi`, `cash-.fixest_multi`.

### Examples

    # Estimation with multiple samples/LHS/RHS
    aq = airquality[airquality$Month %in% 5:6, ]
    est_split = feols(c(Ozone, Solar.R) ~ sw(poly(Wind, 2), poly(Temp, 2)),
                      aq, split = ~ Month)

    # By default: sample is the root
    etable(est_split)

    # Let's reorder, by considering lhs the root
    etable(est_split[lhs = 1:.N])

    # Selecting only one LHS and RHS
    etable(est_split[lhs = "Ozone", rhs = 1])

    # Taking the first root (here sample = 5)
    etable(est_split[I = 1])

    # The first and last estimations
    etable(est_split[i = c(1, .N)])

[Package fixest version 0.9.0 Index]