fixest (version 0.8.4)

xpd: Expands formula macros

Description

Create macros within formulas and expand them with character vectors or other formulas.

Usage

xpd(fml, ..., lhs, rhs, data = NULL)

Arguments

fml

A formula containing macros variables. Each macro variable must start with two dots. The macro variables can be set globally using setFixest_fml, or can be defined in .... Special macros of the form ..("regex") can be used to fetch, through a regular expression, variables directly in a character vector (or in column names) given in the argument data. See examples.

...

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.

lhs

If present then a formula will be constructed with lhs as the full left-hand-side. The value of lhs can be a one-sided formula, a call, or a character vector. Note that the macro variables wont be applied. You can use it in combination with the argument rhs. Note that if fml is not missing, its LHS will be replaced by lhs.

rhs

If present, then a formula will be constructed with rhs as the full right-hand-side. The value of rhs can be a one-sided formula, a call, or a character vector. Note that the macro variables wont be applied. You can use it in combination with the argument lhs. Note that if fml is not missing, its RHS will be replaced by rhs.

data

Either a character vector or a data.frame. This argument will only be used if a macro of the type ..("regex") is used in the formula of the argument fml. If so, any variable name from data that matches the regular expression will be added to the formula.

Value

It returns a formula where all macros have been expanded.

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 multi-part formulas if you wish but then beware of the order of 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
#

# Example 1: setting a macro variable globally

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

# Example 2: using ..("regex") to grep the variables "live"

feols(Armed.Forces ~ Population + ..("GNP|ployed"), longley)

# Example 3: same as Ex.2 but without using a fixest estimation

# Here we need to use xpd():
lm(xpd(Armed.Forces ~ Population + ..("GNP|ployed"), data = longley), 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)

#
# lhs and rhs arguments
#

# to create a one sided formula from a character vector
vars = letters[1:5]
xpd(rhs = vars)

# Alternatively, to replace the RHS
xpd(y ~ 1, rhs = vars)

# To create a two sided formula
xpd(lhs = "y", rhs = vars)


# }