esttable {fixest} | R Documentation |
fixest
estimations.This function aggregates the results of multiple estimations and display them in the form of only one table whose row names are the variables and the columns contain the coefficients and standard-errors.
esttable(..., se = c("standard", "white", "cluster", "twoway", "threeway", "fourway"), dof = TRUE, cluster, depvar, drop, order, digits = 4, pseudo = TRUE, convergence, signifCode = c(`***` = 0.001, `**` = 0.01, `*` = 0.05, . = 0.1), titles, keepFactors = FALSE, family, bic = TRUE, loglik = FALSE)
... |
Used to capture different |
se |
Character scalar. Which kind of standard error should be computed: “standard”, “White”, “cluster”, “twoway”, “threeway” or “fourway”? By default if there are clusters in the estimation: |
dof |
Logical, default is |
cluster |
Tells how to cluster the standard-errors (if clustering is requested). Can be either a list of vectors, a character vector of variable names, a formula or an integer vector. Assume we want to perform 2-way clustering over |
depvar |
Logical, default is missing. Whether a first line containing the dependent variables should be shown. By default, the dependent variables are shown only if they differ across models. |
drop |
Character vector. This element is used if some variables are not to be displayed. This should be a regular expression (see |
order |
Character vector. This element is used if the user wants the variables to be ordered in a certain way. This should be a regular expression (see |
digits |
Integer, default is 4. The number of digits to be displayed. |
pseudo |
Logical, default is |
convergence |
Logical, default is missing. Should the convergence state of the algorithm be displayed? By default, convergence information is displayed if at least one model did not converge. |
signifCode |
Named numeric vector, used to provide the significance codes with respect to the p-value of the coefficients. Default is |
titles |
A character vector. The length must match the number of models. |
keepFactors |
Logical, default is |
family |
A logical, default is missing. Whether to display the families of the models. By default this line is displayed when at least two models are from different families. |
bic |
Logical, default is |
loglik |
Logical, default is |
Returns a data.frame containing the formatted results.
Laurent Berge
See also the main estimation functions femlm
, feols
or feglm
. Use summary.fixest
to see the results with the appropriate standard-errors, fixef.fixest
to extract the cluster coefficients, and the functions esttable
and esttex
to visualize the results of multiple estimations.
# two fitted models with different expl. variables: res1 = femlm(Sepal.Length ~ Sepal.Width + Petal.Length + Petal.Width | Species, iris) # estimation without clusters res2 = update(res1, . ~ Sepal.Width | 0) # We export the two results in one Latex table: esttable(res1, res2) # With clustered standard-errors + showing the dependent variable esttable(res1, res2, se = "cluster", cluster = iris$Species, depvar = TRUE) # Changing the model names + the order of the variables # + dropping the intercept. esttable(model_1 = res1, res2, order = c("Width", "Petal"), drop = "Int", signifCode = c("**" = 0, "*" = 0.2, "n.s."=1))