etable: Estimations table (export the results of multiples estimations to a DF or to Latex)

Description

Aggregates the results of multiple estimations and displays them in the form of either a Latex table or a data.frame.

Usage

etable(
  ...,
  se = c("standard", "hetero", "cluster", "twoway", "threeway", "fourway"),
  dof = getFixest_dof(),
  cluster,
  .vcov,
  .vcov_args = NULL,
  digits = 4,
  tex,
  fitstat,
  title,
  coefstat = c("se", "tstat", "confint"),
  ci = 0.95,
  sdBelow = TRUE,
  keep,
  drop,
  order,
  dict,
  file,
  replace = FALSE,
  convergence,
  signifCode,
  label,
  float,
  subtitles,
  fixef_sizes = FALSE,
  fixef_sizes.simplify = TRUE,
  yesNo = "Yes",
  keepFactors = TRUE,
  family,
  powerBelow = -5,
  interaction.combine = " $\\times $ ",
  depvar,
  style = list(),
  notes = NULL,
  group = NULL,
  extraline = NULL,
  tablefoot = TRUE,
  placement = "htbp",
  drop.section = NULL
)
esttex(
  ...,
  se = c("standard", "hetero", "cluster", "twoway", "threeway", "fourway"),
  dof = getFixest_dof(),
  cluster,
  .vcov,
  .vcov_args = NULL,
  digits = 4,
  fitstat,
  coefstat = c("se", "tstat", "confint"),
  ci = 0.95,
  title,
  float = float,
  sdBelow = TRUE,
  keep,
  drop,
  order,
  dict,
  file,
  replace = FALSE,
  convergence,
  signifCode = c(`***` = 0.01, `**` = 0.05, `*` = 0.1),
  label,
  subtitles,
  fixef_sizes = FALSE,
  fixef_sizes.simplify = TRUE,
  yesNo = "Yes",
  keepFactors = TRUE,
  family,
  powerBelow = -5,
  interaction.combine = " $\\times $ ",
  style = list(),
  notes = NULL,
  group = NULL,
  tablefoot = TRUE,
  extraline = NULL,
  placement = "htbp",
  drop.section = NULL
)
esttable(
  ...,
  se = c("standard", "hetero", "cluster", "twoway", "threeway", "fourway"),
  dof = getFixest_dof(),
  cluster,
  .vcov,
  .vcov_args = NULL,
  coefstat = c("se", "tstat", "confint"),
  ci = 0.95,
  depvar,
  keep,
  drop,
  dict,
  order,
  digits = 4,
  fitstat,
  convergence,
  signifCode = c(`***` = 0.001, `**` = 0.01, `*` = 0.05, . = 0.1),
  subtitles,
  keepFactors = FALSE,
  family,
  group = NULL,
  extraline = NULL
)
setFixest_etable(
  digits = 4,
  fitstat,
  coefstat = c("se", "tstat", "confint"),
  ci = 0.95,
  sdBelow = TRUE,
  keep,
  drop,
  order,
  dict,
  signifCode,
  float,
  fixef_sizes = FALSE,
  fixef_sizes.simplify = TRUE,
  yesNo = c("Yes", "No"),
  family,
  powerBelow = -5,
  interaction.combine = " $\\times $ ",
  depvar,
  style = list(),
  notes = NULL,
  group = NULL,
  extraline = NULL,
  tablefoot = TRUE,
  placement = "htbp",
  drop.section = NULL,
  reset = FALSE
)
getFixest_etable()

Value

If tex = TRUE, the lines composing the Latex table are returned invisibly while the table is directly prompted on the console.

If tex = FALSE, the data.frame is directly returned. If the argument file is not missing, the data.frame is returned invisibly.

Functions

esttex: Exports the results of multiple fixest estimations in a Latex table.
esttable: Facility to display the results of multiple fixest estimations.

Arguments keep, drop and order

The arguments keep, drop and order use regular expressions. If you are not aware of regular expressions, I urge you to learn it, since it is an extremely powerful way to manipulate character strings (and it exists across most programming languages).

For example drop = "Wind" would drop any variable whose name contains "Wind". Note that variables such as "Temp:Wind" or "StrongWind" do contain "Wind", so would be dropped. To drop only the variable named "Wind", you need to use drop = "^Wind$" (with "^" meaning beginning, resp. "$" meaning end, of the string => this is the language of regular expressions).

Although you can combine several regular expressions in a single character string using pipes, drop also accepts a vector of regular expressions.

You can use the special character "!" (exclamation mark) to reverse the effect of the regular expression (this feature is specific to this fonction). For example drop = "!Wind" would drop any variable that does not contain "Wind".

You can use the special character "%" (percentage) to make reference to the original variable name instead of the aliased name. For example, you have a variable named "Month6", and use a dictionary dict = c(Month6="June"). Thus the variable will be displayed as "June". If you want to delete that variable, you can use either drop="June", or drop="%Month6" (which makes reference to its original name).

The argument order takes in a vector of regular expressions, the order will follow the elments of this vector. The vector gives a list of priorities, on the left the elements with highest priority. For example, order = c("Wind", "!Inter", "!Temp") would give highest priorities to the variables containing "Wind" (which would then appear first), second highest priority is the variables not containing "Inter", last, with lowest priority, the variables not containing "Temp". If you had the following variables: (Intercept), Temp:Wind, Wind, Temp you would end up with the following order: Wind, Temp:Wind, Temp, (Intercept).

Details

The function esttex is equivalent to the function etable with argument tex = TRUE.

The function esttable is equivalent to the function etable with argument tex = FALSE.

You can permanently change the way your table looks in Latex by using setFixest_etable. The following vignette gives and example as well as illustrates how to use the argument style: Exporting estimation tables.

Examples

Run this code

# NOT RUN {
aq = airquality

est1 = feols(Ozone ~ i(Month) / Wind + Temp, data = aq)
est2 = feols(Ozone ~ i(Wind, Month) + Temp | Month, data = aq)

# Displaying the two results in a single table
etable(est1, est2)

# keep/drop: keeping only interactions
etable(est1, est2, keep = " x ")
# or using drop  (see regexp help):
etable(est1, est2, drop = "^(Month|Temp|\\()")

# keep/drop: dropping interactions
etable(est1, est2, drop = " x ")
# or using keep ("!" reverses the effect):
etable(est1, est2, keep = "! x ")

# order: Wind variable first, intercept last (note the "!" to reverse the effect)
etable(est1, est2, order = c("Wind", "!Inter"))
# Month, then interactions, then the rest
etable(est1, est2, order = c("^Month", " x "))

#
# dict
#

# You can rename variables with dict = c(var1 = alias1, var2 = alias2, etc)
# You can also rename values taken by factors.
# Here's a full example:
dict = c(Temp = "Temperature", "Month::5"="May", "6"="Jun")
etable(est1, est2, dict = dict)
# Note the difference of treatment between Jun and May

# Assume the following dictionnary:
dict = c("Month::5"="May", "Month::6"="Jun", "Month::7"="Jul",
         "Month::8"="Aug", "Month::9"="Sep")

# We would like to keep only the Months, but now the names are all changed...
# How to do?
# We can use the special character '%' to make reference to the original names.

etable(est1, est2, dict = dict, keep = "%Month")

#
# signifCode
#

etable(est1, est2, signifCode = c(" A"=0.01, " B"=0.05, " C"=0.1, " D"=0.15, " F"=1))

#
# Using the argument style to customize Latex exports
#

# If you don't like the default layout of the table, no worries!
# You can modify many parameters with the argument style

# To drop the headers before each section, use:
style_noHeaders = list(var="", fixef="suffix: FE", stats = "")
etable(est1, est2, dict = dict, tex = TRUE, style = style_noHeaders)

# To change the lines of the table
style_lines = list(lines = "top:\\toprule;bottom:\\bottomrule;sep:\\midrule;foot:\\midrule")
etable(est1, est2, dict = dict, tex = TRUE, style = style_lines)

#
# Group and extraline
#

# Sometimes it's useful to group control variables into a single line
# You can achieve that with the group argument

setFixest_fml(..ctrl = ~ poly(Wind, 2) + poly(Temp, 2))
est_c0 = feols(Ozone ~ Solar.R, data = aq)
est_c1 = feols(Ozone ~ Solar.R + ..ctrl, data = aq)
est_c2 = feols(Ozone ~ Solar.R + I(Solar.R**2) + ..ctrl, data = aq)

etable(est_c0, est_c1, est_c2, group = list(Controls = "poly"))

# 'group' here does the same as drop = "poly", but adds an extra line
# with TRUE/FALSE where the variables were found

# 'extraline' adds an extra line, where you can add the value for each model
est_all  = feols(Ozone ~ Solar.R + Temp + Wind, data = aq)
est_sub1 = feols(Ozone ~ Solar.R + Temp + Wind, data = aq[aq$Month %in% 5:6, ])
est_sub2 = feols(Ozone ~ Solar.R + Temp + Wind, data = aq[aq$Month %in% 7:8, ])
est_sub3 = feols(Ozone ~ Solar.R + Temp + Wind, data = aq[aq$Month == 9, ])

etable(est_all, est_sub1, est_sub2, est_sub3,
       extraline = list("Sub-sample" = c("All", "May-June", "Jul.-Aug.", "Sept.")))

# When exporting to Latex, you can add meta arguments to 'group' and 'extraline'
# Two keywords are allowed: 'title' and 'where'
# 'title' adds a line just before with the content of 'title' in the leftmost cell
# 'where' governs the location of the line. It can be equal to 'var', 'stats' or 'fixef'.
# The syntax is: {title:Controls; where:stats}Group name.
# Note that starting with curly braces is mandatory.

# Examples
etable(est_c0, est_c1, est_c2, tex = TRUE, group = list("{where:stats}Controls" = "poly"))
etable(est_all, est_sub1, est_sub2, est_sub3, tex = TRUE,
       extraline = list("{title:\\midrule}Sub-sample" =
                          c("All", "May-June", "Jul.-Aug.", "Sept.")))


#
# Using custom functions to compute the standard errors
#

# You can customize the way you compute the SEs with the argument .vcov
# Let's use some covariances from the sandwich package

etable(est_c0, est_c1, est_c2, .vcov = sandwich::vcovHC)

# To add extra arguments to vcovHC, you need to use .vcov_args
etable(est_c0, est_c1, est_c2, .vcov = sandwich::vcovHC, .vcov_args = list(type = "HC0"))


#
# Customize which fit statistic to display
#

# You can change the fit statistics with the argument fitstat
# and you can rename them with the dictionnary
etable(est1, est2, fitstat = ~ r2 + n + G)

# If you use a formula, '.' means the default:
etable(est1, est2, fitstat = ~ ll + .)


#
# Computing a different SE for each model
#

est = feols(Ozone ~ Solar.R + Wind + Temp, data = aq)

#
# Method 1: use summary

s1 = summary(est, "standard")
s2 = summary(est, cluster = ~ Month)
s3 = summary(est, cluster = ~ Day)
s4 = summary(est, cluster = ~ Day + Month)

etable(list(s1, s2, s3, s4))

#
# Method 2: using a list in the argument 'cluster'

est_bis = feols(Ozone ~ Solar.R + Wind + Temp | Month, data = aq)
etable(list(est, est_bis), cluster = list("standard", ~ Month))

#
# Method 3: Using rep()

etable(rep(est, cluster = list("standard", ~ Month)))

# When using rep on 2 or more objects, you need to embed them in .l()
etable(rep(.l(est, est_bis), cluster = list("standard", ~ Month, ~ Day)))

# Using each to order differently
etable(rep(.l(est, est_bis), each = 3, cluster = list("standard", ~ Month, ~ Day)))


# }

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