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(reset = TRUE)
[Package fixest version 0.9.0 Index]