fixest: update.fixest – R documentation

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update.fixest

Updates a fixest estimation

Description

Updates and re-estimates a fixest model (estimated with femlm, feols or feglm). This function updates the formulas and use previous starting values to estimate a new fixest model. The data is obtained from the original call.

Usage

## S3 method for class 'fixest'
update(object, fml.update, nframes = 1, evaluate = TRUE, ...)

Arguments

`object`	A `fixest` object. Obtained using the functions `femlm`, `feols` or `feglm`.
`fml.update`	Changes to be made to the original argument `fml`. See more information on `update.formula`. You can add/withdraw both variables and fixed-effects. E.g. `. ~ . + x2 \| . + z2` would add the variable `x2` and the cluster `z2` to the former estimation.
`nframes`	(Advanced users.) Defaults to 1. Number of frames up the stack where to perform the evaluation of the updated call. By default, this is the parent frame.
`evaluate`	Logical, default is `TRUE`. If `FALSE`, only the updated call is returned.
`...`	Other arguments to be passed to the functions `femlm`, `feols` or `feglm`.

Value

It returns a fixest object (see details in femlm, feols or feglm).

Author(s)

Laurent Berge

Examples

# Example using trade data
data(trade)

# main estimation
est_pois = fepois(Euros ~ log(dist_km) | Origin + Destination, trade)

# we add the variable log(Year)
est_2 = update(est_pois, . ~ . + log(Year))

# we add another fixed-effect: "Product"
est_3 = update(est_2, . ~ . | . + Product)

# we remove the fixed-effect "Origin" and the variable log(dist_km)
est_4 = update(est_3, . ~ . - log(dist_km) | . - Origin)

# Quick look at the 4 estimations
etable(est_pois, est_2, est_3, est_4)

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