coeftable.fixest_multi function

Extracts the coefficients tables from fixest_multi estimations

Series of methods to extract the coefficients table or its sub-components from a fixest_multi objects (i.e. the outcome of multiple estimations).

## S3 method for class 'fixest_multi'
coeftable(
  object,
  vcov = NULL,
  keep = NULL,
  drop = NULL,
  order = NULL,
  long = FALSE,
  wide = FALSE,
  ...
)

## S3 method for class 'fixest_multi'
se(
  object,
  vcov = NULL,
  keep = NULL,
  drop = NULL,
  order = NULL,
  long = FALSE,
  ...
)

## S3 method for class 'fixest_multi'
tstat(
  object,
  vcov = NULL,
  keep = NULL,
  drop = NULL,
  order = NULL,
  long = FALSE,
  ...
)

## S3 method for class 'fixest_multi'
pvalue(
  object,
  vcov = NULL,
  keep = NULL,
  drop = NULL,
  order = NULL,
  long = FALSE,
  ...
)

Arguments

• object: A fixest_multi object, coming from a fixest multiple estimation.

• vcov: A function to be used to compute the standard-errors of each fixest object. You can pass extra arguments to this function using the argument .vcov_args. See the example.

• keep: Character vector. This element is used to display only a subset of variables. This should be a vector of regular expressions (see base::regex help for more info). Each variable satisfying any of the regular expressions will be kept. This argument is applied post aliasing (see argument dict). Example: you have the variable x1 to x55 and want to display only x1 to x9, then you could use keep = "x[[:digit:]]$". If the first character is an exclamation mark, the effect is reversed (e.g. keep = "!Intercept" means: every variable that does not contain Intercept is kept). See details.

• drop: Character vector. This element is used if some variables are not to be displayed. This should be a vector of regular expressions (see base::regex help for more info). Each variable satisfying any of the regular expressions will be discarded. This argument is applied post aliasing (see argument dict). Example: you have the variable x1 to x55 and want to display only x1 to x9, then you could use drop = "x[[:digit:]]{2}". If the first character is an exclamation mark, the effect is reversed (e.g. drop = "!Intercept" means: every variable that does not contain Intercept is dropped). See details.

• order: Character vector. This element is used if the user wants the variables to be ordered in a certain way. This should be a vector of regular expressions (see base::regex

  help for more info). The variables satisfying the first regular expression will be placed first, then the order follows the sequence of regular expressions. This argument is applied post aliasing (see argument dict). Example: you have the following variables: month1 to month6, then x1 to x5, then year1 to year6. If you want to display first the x's, then the years, then the months you could use: order = c("x", "year"). If the first character is an exclamation mark, the effect is reversed (e.g. order = "!Intercept" means: every variable that does not contain Intercept goes first). See details.

• long: Logical scalar, default is FALSE. If TRUE, then all the information is stacked, with two columns containing the information: "param" and "value". The column param contains the values coef/se/tstat/pvalue.

• wide: A logical scalar, default is FALSE. If TRUE, then a list is returned: the elements of the list are coef/se/tstat/pvalue. Each element of the list is a wide table with a column per coefficient.

• ...: Other arguments to be passed to summary.fixest.

Returns

It returns a data.frame containing the coefficients tables (or just the se/pvalue/tstat) along with the information on which model was estimated.

If wide = TRUE, then a list is returned. The elements of the list are coef/se/tstat/pvalue. Each element of the list is a wide table with a column per coefficient.

If long = TRUE, then all the information is stacked. This removes the 4 columns containing the coefficient estimates to the p-values, and replace them with two new columns: "param" and "value". The column param contains the values coef/se/tstat/pvalue, and the column values the associated numerical information.

Functions

• se(fixest_multi): Extracts the standard-errors from fixest_multi estimations
• tstat(fixest_multi): Extracts the t-stats from fixest_multi estimations
• pvalue(fixest_multi): Extracts the p-values from fixest_multi estimations

Examples

base = setNames(iris, c("y", "x1", "x2", "x3", "species"))
est_multi = feols(y ~ csw(x.[,1:3]), base, split = ~species)

# we get all the coefficient tables at once
coeftable(est_multi)

# Now just the standard-errors
se(est_multi)

# wide = TRUE => leads toa  list of wide tables
coeftable(est_multi, wide = TRUE)

# long = TRUE, all the information is stacked
coeftable(est_multi, long = TRUE)