Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

print.fixest_fitstat

Print method for fit statistics of fixest estimations


Description

Displays a brief summary of selected fit statistics from the function fitstat.

Usage

## S3 method for class 'fixest_fitstat'
print(x, na.rm = FALSE, ...)

Arguments

x

An object resulting from the fitstat function.

na.rm

Logical, default is FALSE. If TRUE, the statistics that are missing are not displayed.

...

Not currently used.

Examples

data(trade)
gravity = feols(log(Euros) ~ log(dist_km) | Destination + Origin, trade)

# Extracting the 'working' number of observations used to compute the pvalues
fitstat(gravity, "g", simplify = TRUE)

# Some fit statistics
fitstat(gravity, ~ rmse + r2 + wald + wf)

# You can use them in etable
etable(gravity, fitstat = ~ rmse + r2 + wald + wf)

# For wald and wf, you could show the pvalue instead:
etable(gravity, fitstat = ~ rmse + r2 + wald.p + wf.p)

# Now let's display some statistics that are not built-in
# => we use fitstat_register to create them

# We need: a) type name, b) the function to be applied
#          c) (optional) an alias

fitstat_register("tstand", function(x) tstat(x, se = "stand")[1], "t-stat (regular)")
fitstat_register("thc", function(x) tstat(x, se = "heter")[1], "t-stat (HC1)")
fitstat_register("t1w", function(x) tstat(x, se = "clus")[1], "t-stat (clustered)")
fitstat_register("t2w", function(x) tstat(x, se = "twow")[1], "t-stat (2-way)")

# Now we can use these keywords in fitstat:
etable(gravity, fitstat = ~ . + tstand + thc + t1w + t2w)

# Note that the custom stats we created are can easily lead
# to errors, but that's another story!

fixest

Fast Fixed-Effects Estimations

v0.10.0
GPL-3
Authors
Laurent Berge [aut, cre], Sebastian Krantz [ctb], Grant McDermott [ctb] (<https://orcid.org/0000-0001-7883-8573>)
Initial release

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.