sub-.fixest_panel: Method to subselect from a 'fixest_panel'

In fixest: Fast Fixed-Effects Estimations

Method to subselect from a fixest_panel

Description

Subselection from a fixest_panel which has been created with the function panel. Also allows to create lag/lead variables with functions l/f if the fixest_panel is also a data.table::data.table.

Usage

## S3 method for class 'fixest_panel'
x[i, j, ...]

Arguments

x	A fixest_panel object, created with the function panel.
i	Row subselection. Allows data.table::data.table style selection (provided the data is also a data.table).
j	Variable selection. Allows data.table::data.table style selection/variable creation (provided the data is also a data.table).
...	Other arguments to be passed to ⁠[.data.frame⁠ or data.table::data.table (or whatever the class of the initial data).

Details

If the original data was also a data.table, some calls to ⁠[.fixest_panel⁠ may dissolve the fixest_panel object and return a regular data.table. This is the case for subselections with additional arguments. If so, a note is displayed on the console.

Value

It returns a fixest_panel data base, with the attributes allowing to create lags/leads properly bookkeeped.

Author(s)

Laurent Berge

See Also

Alternatively, the function panel changes a data.frame into a panel from which the functions l and f (creating leads and lags) can be called. Otherwise you can set the panel 'live' during the estimation using the argument panel.id (see for example in the function feols).

Examples

data(base_did)

# Creating a fixest_panel object
pdat = panel(base_did, ~id+period)

# Subselections of fixest_panel objects bookkeeps the leads/lags engine
pdat_small = pdat[!pdat$period %in% c(2, 4), ]
a = feols(y~l(x1, 0:1), pdat_small)

# we obtain the same results, had we created the lags "on the fly"
base_small = base_did[!base_did$period %in% c(2, 4), ]
b = feols(y~l(x1, 0:1), base_small, panel.id = ~id+period)
etable(a, b)


# Using data.table to create new lead/lag variables
if(require("data.table")){
  pdat_dt = panel(as.data.table(base_did), ~id+period)

  # Variable creation
  pdat_dt[, x_l1 := l(x1)]
  pdat_dt[, c("x_l1", "x_f1_2") := .(l(x1), f(x1)**2)]

  # Estimation on a subset of the data
  #  (the lead/lags work appropriately)
  feols(y~l(x1, 0:1), pdat_dt[!period %in% c(2, 4)])
}

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