fixest (version 0.4.1)

i: Interact variables with factors

Description

Interacts a variable with another treated as a factor, and sets a reference

Usage

i(var, fe, ref, confirm = FALSE)
interact(var, fe, ref, confirm = FALSE)

Arguments

var

A vector.

fe

A vector (of any type). Must be of the same length as var.

ref

A single value that belongs to the interacted variable (fe). Can be missing.

confirm

Logical, default is FALSE. If the factor variable has over 100 cases, you need to use confirm = TRUE to carry on.

Value

It returns a matrix with number of rows the length of var. The number of columns is equal to the number of cases contained in fe minus the reference.

Shorthand in <code>fixest</code> estimations

In fixest estimations, instead of using i(var, fe, ref), you can instead use the following writing var::fe(ref).

See Also

coefplot to plot interactions, feols for OLS estimation with multiple fixed-effects.

Examples

# NOT RUN {
#
# Simple illustration
#

x = rnorm(10)
y = rep(1:4, 3)[1:10]

cbind(x, y, i(x, y, 1))

#
# In fixest estimations
#

# NOTA: in fixest estimations, i(var, fe, ref) is equivalent to var::fe(ref)

data(base_did)
# We interact the variable 'period' with the variable 'treat'
est_did = feols(y ~ x1 + i(treat, period, 5) | id+period, base_did)

# You could have used the following formula instead:
# y ~ x1 + treat::period(5) | id+period

# }