- object
An estimation. For example obtained from feols
.
- vcov
Versatile argument to specify the VCOV. In general, it is either a character scalar equal to a VCOV type, either a formula of the form: vcov_type ~ variables
. The VCOV types implemented are: "iid", "hetero" (or "HC1"), "cluster", "twoway", "NW" (or "newey_west"), "DK" (or "driscoll_kraay"), and "conley". It also accepts object from vcov_cluster
, vcov_NW
, NW
, vcov_DK
, DK
, vcov_conley
and conley
. It also accepts covariance matrices computed externally. Finally it accepts functions to compute the covariances. See the `vcov` documentation in the vignette.
- ssc
An object of class ssc.type
obtained with the function ssc
. Represents how the degree of freedom correction should be done.You must use the function ssc
for this argument. The arguments and defaults of the function ssc
are: adj = TRUE
, fixef.K="nested"
, cluster.adj = TRUE
, cluster.df = "min"
, t.df = "min"
, fixef.force_exact=FALSE)
. See the help of the function ssc
for details.
- cluster
[Fixest specific.] Tells how to cluster the standard-errors (if clustering is requested). Can be either a list of vectors, a character vector of variable names, a formula or an integer vector. Assume we want to perform 2-way clustering over var1
and var2
contained in the data.frame base
used for the estimation. All the following cluster
arguments are valid and do the same thing: cluster = base[, c("var1, "var2")]}, \code{cluster = c("var1, "var2")
, cluster = ~var1+var2
. If the two variables were used as clusters in the estimation, you could further use cluster = 1:2
or leave it blank with se = "twoway"
(assuming var1
[resp. var2
] was the 1st [res. 2nd] cluster).
- keep
Character vector. This element is used to display only a subset of variables. This should be a vector of regular expressions (see 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 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 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.
- ...
Other arguments to be passed to summary
.
- se
[Fixest specific.] Character scalar. Which kind of standard error should be computed: “iid”, “hetero”, “cluster”, “twoway”, “threeway” or “fourway”? By default if there are fixed-effects in the estimation: se = "cluster"
, otherwise se = "iid"
. Note that this argument is not needed if the argument cluster
is present.