fixest (version 0.7.1)

xpd: Sets/gets and expands formula macros

Description

You can set formula macros globally with setFixest_fml. These macros can then be used in fixest estimations or when using the function xpd.

Usage

xpd(fml, ...)
setFixest_fml(..., reset = FALSE)
getFixest_fml()

Arguments

fml

A formula containing macros variables. The macro variables can be set globally using setFixest_fml, or can be defined in ....

...

Definition of the macro variables. Each argument name corresponds to the name of the macro variable. It is required that each macro variable name starts with two dots (e.g. ..ctrl). The value of each argument must be a one-sided formula or a character vector, it is the definition of the macro variable. Example of a valid call: setFixest_fml(..ctrl = ~ var1 + var2). In the function xpd, the default macro variables are taken from getFixest_fml, any variable in ... will replace these values.

reset

A logical scalar, defaults to FALSE. If TRUE, all macro variables are first reset (i.e. deleted).

Value

The function getFixest_fml() returns a list of character strings, the names corresponding to the macro variable names, the character strings corresponding to their definition.

Details

In xpd, the default macro variables are taken from getFixest_fml. Any value in the ... argument of xpd will replace these default values.

The definitions of the macro variables will replace in verbatim the macro variables. Therefore, you can include multipart formulas if you wish but then beware of the order the the macros variable in the formula. For example, using the airquality data, say you want to set as controls the variable Temp and Day fixed-effects, you can do setFixest_fml(..ctrl = ~Temp | Day), but then feols(Ozone ~ Wind + ..ctrl, airquality) will be quite different from feols(Ozone ~ ..ctrl + Wind, airquality), so beware!

Examples

# NOT RUN {
# Small examples with airquality data
data(airquality)
# we set two macro variables
setFixest_fml(..ctrl = ~ Temp + Day,
              ..ctrl_long = ~ poly(Temp, 2) + poly(Day, 2))

# Using the macro in lm with xpd:
lm(xpd(Ozone ~ Wind + ..ctrl), airquality)
lm(xpd(Ozone ~ Wind + ..ctrl_long), airquality)

# You can use the macros without xpd() in fixest estimations
a <- feols(Ozone ~ Wind + ..ctrl, airquality)
b <- feols(Ozone ~ Wind + ..ctrl_long, airquality)
etable(a, b, keep = "Int|Win")

#
# You can use xpd for stepwise estimations
#

# we want to look at the effect of x1 on y
# controlling for different variables

base = iris
names(base) = c("y", "x1", "x2", "x3", "species")

# We first create a matrix with all possible combinations of variables
my_args = lapply(names(base)[-(1:2)], function(x) c("", x))
(all_combs = as.matrix(do.call("expand.grid", my_args)))

res_all = list()
for(i in 1:nrow(all_combs)){
  res_all[[i]] = feols(xpd(y ~ x1 + ..v, ..v = all_combs[i, ]), base)
}

etable(res_all)
coefplot(res_all, group = list(Species = "^^species"))

#
# You can use macros to grep variables in your data set
#

data(longley)
setFixest_fml(..many_vars = grep("GNP|ployed", names(longley), value = TRUE))
feols(Armed.Forces ~Population + ..many_vars, longley)

#
# You can also put numbers in macros
#

res_all = list()
for(p in 1:3){
  res_all[[p]] = feols(xpd(Ozone ~ Wind + poly(Temp, ..p), ..p = p), airquality)
}

etable(res_all)


# }