Simple function that replicates fixest objects while (optionally) computing different
standard-errors. Useful mostly in combination with etable or coefplot.
Arguments
- x
Either a
fixestobject, either a list offixestobjects 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 argumentx.- 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 argumentstimesandeachare missing, thentimesbecomes equal to the length ofvcov. To see how to summon a VCOV, see the dedicated section in the vignette.- ...
In
.l():fixestobjects. Inrep(): not currently used.
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))
#> Warning: The VCOV matrix is not positive semi-definite and was 'fixed' (see ?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 (0.0315)
#> 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")
#> Warning: The VCOV matrix is not positive semi-definite and was 'fixed' (see ?vcov).
#
# 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))
#> Warning: The VCOV matrix is not positive semi-definite and was 'fixed' (see ?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 (0.0315) 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))
#> Warning: The VCOV matrix is not positive semi-definite and was 'fixed' (see ?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 (0.0315)
#> 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