Replicates fixest objects — rep.fixest • fixest

Simple function that replicates fixest objects while (optionally) computing different standard-errors. Useful mostly in combination with etable or coefplot.

Usage

# S3 method for fixest
rep(x, times = 1, each = 1, vcov, ...)

# S3 method for fixest_list
rep(x, times = 1, each = 1, vcov, ...)

.l(...)

Arguments

x: Either a fixest object, either a list of fixest objects created with .l().
times: Integer vector giving the number of repetitions of the vector of elements. By default times = 1. It must be either of length 1, either of the same length as the argument x.
each: Integer scalar indicating the repetition of each element. Default is 1.
vcov: A list containing the types of standard-error to be computed, default is missing. If not missing, it must be of the same length as times, each, or the final vector. Note that if the arguments times and each are missing, then times becomes equal to the length of vcov. To see how to summon a VCOV, see the dedicated section in the vignette.
...: In .l(): fixest objects. In rep(): not currently used.

Value

Returns a list of the appropriate length. Each element of the list is a fixest object.

Details

To apply rep.fixest on a list of fixest objects, it is absolutely necessary to use .l() and not list().

Examples


# Let's show results with different standard-errors

est = feols(Ozone ~ Solar.R + Wind + Temp, data = airquality)
#> NOTE: 42 observations removed because of NA values (LHS: 37, RHS: 7).

my_vcov = list(~ Month, ~ Day, ~ Day + Month)

etable(rep(est, vcov = my_vcov))
#>                         model 1.1          model 1.2         model 1.3
#> Dependent Var.:             Ozone              Ozone             Ozone
#>                                                                       
#> Constant          -64.34* (21.30)   -64.34** (20.15)   -64.34* (19.66)
#> Solar.R           0.0598 (0.0335) 0.0598*** (0.0162)   0.0598 (0.0314)
#> Wind              -3.334* (1.181) -3.334*** (0.8343)   -3.334* (1.135)
#> Temp            1.652*** (0.1583)  1.652*** (0.1927) 1.652*** (0.1386)
#> _______________ _________________ __________________ _________________
#> S.E.: Clustered         by: Month            by: Day   by: Day & Month
#> Observations                  111                111               111
#> R2                        0.60589            0.60589           0.60589
#> Adj. R2                   0.59484            0.59484           0.59484
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

coefplot(rep(est, vcov = my_vcov), drop = "Int")


#
# To rep multiple objects, you need to use .l()
#

est_bis = feols(Ozone ~ Solar.R + Wind + Temp | Month, airquality)
#> NOTE: 42 observations removed because of NA values (LHS: 37, RHS: 7).

etable(rep(.l(est, est_bis), vcov = my_vcov))
#>                         model 1.1         model 2.1          model 1.2
#> Dependent Var.:             Ozone             Ozone              Ozone
#>                                                                       
#> Constant          -64.34* (21.30)                     -64.34** (20.15)
#> Solar.R           0.0598 (0.0335)   0.0522 (0.0408) 0.0598*** (0.0162)
#> Wind              -3.334* (1.181)   -3.109. (1.306) -3.334*** (0.8343)
#> Temp            1.652*** (0.1583) 1.875*** (0.1816)  1.652*** (0.1927)
#> Fixed-Effects:  ----------------- ----------------- ------------------
#> Month                          No               Yes                 No
#> _______________ _________________ _________________ __________________
#> S.E.: Clustered         by: Month         by: Month            by: Day
#> Observations                  111               111                111
#> R2                        0.60589           0.63686            0.60589
#> Within R2                      --           0.53154                 --
#> 
#>                          model 2.2         model 1.3        model 2.3
#> Dependent Var.:              Ozone             Ozone            Ozone
#>                                                                      
#> Constant                             -64.34* (19.66)                 
#> Solar.R           0.0522* (0.0202)   0.0598 (0.0314)  0.0522 (0.0391)
#> Wind            -3.109*** (0.7986)   -3.334* (1.135)  -3.109. (1.215)
#> Temp             1.875*** (0.3671) 1.652*** (0.1386) 1.875** (0.2209)
#> Fixed-Effects:  ------------------ ----------------- ----------------
#> Month                          Yes                No              Yes
#> _______________ __________________ _________________ ________________
#> S.E.: Clustered            by: Day   by: Day & Month  by: Day & Month
#> Observations                   111               111              111
#> R2                         0.63686           0.60589          0.63686
#> Within R2                  0.53154                --          0.53154
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

# using each
etable(rep(.l(est, est_bis), each = 3, vcov = my_vcov))
#>                         model 1.1          model 1.2         model 1.3
#> Dependent Var.:             Ozone              Ozone             Ozone
#>                                                                       
#> Constant          -64.34* (21.30)   -64.34** (20.15)   -64.34* (19.66)
#> Solar.R           0.0598 (0.0335) 0.0598*** (0.0162)   0.0598 (0.0314)
#> Wind              -3.334* (1.181) -3.334*** (0.8343)   -3.334* (1.135)
#> Temp            1.652*** (0.1583)  1.652*** (0.1927) 1.652*** (0.1386)
#> Fixed-Effects:  ----------------- ------------------ -----------------
#> Month                          No                 No                No
#> _______________ _________________ __________________ _________________
#> S.E.: Clustered         by: Month            by: Day   by: Day & Month
#> Observations                  111                111               111
#> R2                        0.60589            0.60589           0.60589
#> Within R2                      --                 --                --
#> 
#>                         model 2.1          model 2.2        model 2.3
#> Dependent Var.:             Ozone              Ozone            Ozone
#>                                                                      
#> Constant                                                             
#> Solar.R           0.0522 (0.0408)   0.0522* (0.0202)  0.0522 (0.0391)
#> Wind              -3.109. (1.306) -3.109*** (0.7986)  -3.109. (1.215)
#> Temp            1.875*** (0.1816)  1.875*** (0.3671) 1.875** (0.2209)
#> Fixed-Effects:  ----------------- ------------------ ----------------
#> Month                         Yes                Yes              Yes
#> _______________ _________________ __________________ ________________
#> S.E.: Clustered         by: Month            by: Day  by: Day & Month
#> Observations                  111                111              111
#> R2                        0.63686            0.63686          0.63686
#> Within R2                 0.53154            0.53154          0.53154
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1