sub-.fixest_multi: Subsets a fixest_multi object
In fixest: Fast Fixed-Effects Estimations

[.fixest_multi

R Documentation

Subsets a fixest_multi object

Description

Subsets a fixest_multi object using different keys.

Usage

## S3 method for class 'fixest_multi'
x[i, sample, lhs, rhs, fixef, iv, I, reorder = TRUE, drop = FALSE]

Arguments

`x`	A `fixest_multi` object, obtained from a `fixest` estimation leading to multiple results.
`i`	An integer vector. Represents the estimations to extract.
`sample`	An integer vector, a logical scalar, or a character vector. It represents the `sample` identifiers for which the results should be extracted. Only valid when the `fixest` estimation was a split sample. You can use `.N` to refer to the last element. If logical, all elements are selected in both cases, but `FALSE` leads `sample` to become the rightmost key (just try it out).
`lhs`	An integer vector, a logical scalar, or a character vector. It represents the left-hand-sides identifiers for which the results should be extracted. Only valid when the `fixest` estimation contained multiple left-hand-sides. You can use `.N` to refer to the last element. If logical, all elements are selected in both cases, but `FALSE` leads `lhs` to become the rightmost key (just try it out).
`rhs`	An integer vector or a logical scalar. It represents the right-hand-sides identifiers for which the results should be extracted. Only valid when the `fixest` estimation contained multiple right-hand-sides. You can use `.N` to refer to the last element. If logical, all elements are selected in both cases, but `FALSE` leads `rhs` to become the rightmost key (just try it out).
`fixef`	An integer vector or a logical scalar. It represents the fixed-effects identifiers for which the results should be extracted. Only valid when the `fixest` estimation contained fixed-effects in a stepwise fashion. You can use `.N` to refer to the last element. If logical, all elements are selected in both cases, but `FALSE` leads `fixef` to become the rightmost key (just try it out).
`iv`	An integer vector or a logical scalar. It represent the stages of the IV. Note that the length can be greater than 2 when there are multiple endogenous regressors (the first stage corresponding to multiple estimations). Note that the order of the stages depends on the `stage` argument from `summary.fixest`. If logical, all elements are selected in both cases, but `FALSE` leads `iv` to become the rightmost key (just try it out).
`I`	An integer vector. Represents the root element to extract.
`reorder`	Logical, default is `TRUE`. Indicates whether reordering of the results should be performed depending on the user input.
`drop`	Logical, default is `FALSE`. If the result contains only one estimation, then if `drop = TRUE` it will be transformed into a `fixest` object (instead of `fixest_multi`). Its default value can be modified with the function `setFixest_multi`.

Details

The order with we we use the keys matter. Every time a key sample, lhs, rhs, fixef or iv is used, a reordering is performed to consider the leftmost-side key to be the new root.

Use logical keys to easily reorder. For example, say the object res contains a multiple estimation with multiple left-hand-sides, right-hand-sides and fixed-effects. By default the results are ordered as follows: lhs, fixef, rhs. If you use res[lhs = FALSE], then the new order is: fixef, rhs, lhs. With res[rhs = TRUE, lhs = FALSE] it becomes: rhs, fixef, lhs. In both cases you keep all estimations.

Value

It returns a fixest_multi object. If there is only one estimation left in the object, then the result is simplified into a fixest object only with drop = TRUE.

Examples


# Estimation with multiple samples/LHS/RHS
aq = airquality[airquality$Month %in% 5:6, ]
est_split = feols(c(Ozone, Solar.R) ~ sw(poly(Wind, 2), poly(Temp, 2)),
                  aq, split = ~ Month)

# By default: sample is the root
etable(est_split)

# Let's reorder, by considering lhs the root
etable(est_split[lhs = 1:.N])

# Selecting only one LHS and RHS
etable(est_split[lhs = "Ozone", rhs = 1])

# Taking the first root (here sample = 5)
etable(est_split[I = 1])

# The first and last estimations
etable(est_split[i = c(1, .N)])

fixest documentation built on June 22, 2024, 9:12 a.m.