setFixest_vcov: Sets the default type of standard errors to be used

In fixest: Fast Fixed-Effects Estimations

Sets the default type of standard errors to be used

Description

This functions defines or extracts the default type of standard-errors to computed in fixest summary, and vcov.

Usage

setFixest_vcov(
  no_FE = "iid",
  one_FE = "iid",
  two_FE = "iid",
  panel = "iid",
  all = NULL,
  reset = FALSE
)

getFixest_vcov()

Arguments

no_FE	Character scalar equal to either: "iid" (default), or "hetero". The type of standard-errors to use by default for estimations without fixed-effects.
one_FE	Character scalar equal to either: "iid" (default), "hetero", or "cluster". The type of standard-errors to use by default for estimations with one fixed-effect.
two_FE	Character scalar equal to either: "iid" (default), "hetero", "cluster", or "twoway". The type of standard-errors to use by default for estimations with two or more fixed-effects.
panel	Character scalar equal to either: "iid" (default), "hetero", "cluster", or "driscoll_kraaay". The type of standard-errors to use by default for estimations with the argument panel.id set up. Note that panel has precedence over the presence of fixed-effects.
all	Character scalar equal to either: "iid", or "hetero" (or "cluster" if the argument no_FE is provided). By default is is NULL. If provided, it sets all the SEs to that value.
reset	Logical, default is FALSE. Whether to reset to the default values.

Value

The function getFixest_vcov() returns a list with three elements containing the default for estimations i) without, ii) with one, or iii) with two or more fixed-effects.

Examples

# By default: 'standard' VCOVs

data(base_did)
est_no_FE  = feols(y ~ x1, base_did)
est_one_FE = feols(y ~ x1 | id, base_did)
est_two_FE = feols(y ~ x1 | id + period, base_did)
est_panel  = feols(y ~ x1 | id + period, base_did, panel.id = ~id + period)

etable(est_no_FE, est_one_FE, est_two_FE)

# Changing the default standard-errors
setFixest_vcov(no_FE = "hetero", one_FE = "cluster",
               two_FE = "twoway", panel = "drisc")
etable(est_no_FE, est_one_FE, est_two_FE, est_panel)

# Resetting the defaults
setFixest_vcov(reset = TRUE)

fixest documentation built on March 18, 2026, 9:06 a.m.