This functions defines or extracts the default type of standard-errors to computed in fixest
summary
, and vcov
.
setFixest_se( no_FE = "standard", one_FE = "cluster", two_FE = "cluster", all = NULL, reset = FALSE ) getFixest_se()
no_FE | Character scalar equal to either: |
---|---|
one_FE | Character scalar equal to either: |
two_FE | Character scalar equal to either: |
all | Character scalar equal to either: |
reset | Logical, default is |
The function getFixest_se()
returns a list with three elements containing the default for estimations i) without, ii) with one, or iii) with two or more fixed-effects.
# By default: # - no fixed-effect (FE): standard # - one or more FEs: cluster data(base_did) est_no_FE = feols(y ~ x1, base_did) est_one_FE = feols(y ~ x1 | id, base_did) est_two_FE = feols(y ~ x1 | id + period, base_did) etable(est_no_FE, est_one_FE, est_two_FE)#> est_no_FE est_one_FE est_two_FE #> Dependent Var.: y y y #> #> (Intercept) 1.989*** (0.1492) #> x1 0.9831*** (0.0501) 0.9615*** (0.0481) 0.9779*** (0.0458) #> Fixed-Effects: ------------------ ------------------ ------------------ #> id No Yes Yes #> period No No Yes #> _______________ __________________ __________________ __________________ #> S.E. type Standard by: id by: id #> Observations 1,080 1,080 1,080 #> R2 0.26304 0.38715 0.48696 #> Within R2 -- 0.26507 0.30776# Changing the default standard-errors setFixest_se(no_FE = "hetero", one_FE = "standard", two_FE = "twoway") etable(est_no_FE, est_one_FE, est_two_FE)#> est_no_FE est_one_FE est_two_FE #> Dependent Var.: y y y #> #> (Intercept) 1.989*** (0.1490) #> x1 0.9831*** (0.0510) 0.9615*** (0.0514) 0.9779*** (0.0342) #> Fixed-Effects: ------------------ ------------------ ------------------ #> id No Yes Yes #> period No No Yes #> _______________ __________________ __________________ __________________ #> S.E. type Heteroskedas.-rob. Standard by: id & period #> Observations 1,080 1,080 1,080 #> R2 0.26304 0.38715 0.48696 #> Within R2 -- 0.26507 0.30776# Resetting the defaults setFixest_se(reset = TRUE)