Print method for fit statistics of fixest estimations
Print method for fit statistics of fixest estimations
Displays a brief summary of selected fit statistics from the function fitstat.
## S3 method for class 'fixest_fitstat'print(x, na.rm =FALSE,...)
Arguments
x: An object resulting from the fitstat function.
na.rm: Logical, default is FALSE. If TRUE, the statistics that are missing are not displayed.
...: Not currently used.
Examples
data(trade)gravity = feols(log(Euros)~ log(dist_km)| Destination + Origin, trade)# Extracting the 'working' number of observations used to compute the pvaluesfitstat(gravity,"g", simplify =TRUE)# Some fit statisticsfitstat(gravity,~ rmse + r2 + wald + wf)# You can use them in etableetable(gravity, fitstat =~ rmse + r2 + wald + wf)# For wald and wf, you could show the pvalue instead:etable(gravity, fitstat =~ rmse + r2 + wald.p + wf.p)# Now let's display some statistics that are not built-in# => we use fitstat_register to create them# We need: a) type name, b) the function to be applied# c) (optional) an aliasfitstat_register("tstand",function(x) tstat(x, se ="stand")[1],"t-stat (regular)")fitstat_register("thc",function(x) tstat(x, se ="heter")[1],"t-stat (HC1)")fitstat_register("t1w",function(x) tstat(x, se ="clus")[1],"t-stat (clustered)")fitstat_register("t2w",function(x) tstat(x, se ="twow")[1],"t-stat (2-way)")# Now we can use these keywords in fitstat:etable(gravity, fitstat =~ . + tstand + thc + t1w + t2w)# Note that the custom stats we created are can easily lead# to errors, but that's another story!