update.fixest: Updates a 'fixest' estimation

In fixest: Fast Fixed-Effects Estimations

Updates a fixest estimation

Description

Updates and re-estimates a fixest model (estimated with femlm, feols or feglm). This function updates the formulas and use previous starting values to estimate a new fixest model. The data is obtained from the original call.

Usage

## S3 method for class 'fixest'
update(object, fml.update, nframes = 1, evaluate = TRUE, ...)

Arguments

object	A fixest object. Obtained using the functions femlm, feols or feglm.
fml.update	Changes to be made to the original argument fml. See more information on update.formula. You can add/withdraw both variables and fixed-effects. E.g. . ~ . + x2 | . + z2 would add the variable x2 and the cluster z2 to the former estimation.
nframes	(Advanced users.) Defaults to 1. Number of frames up the stack where to perform the evaluation of the updated call. By default, this is the parent frame.
evaluate	Logical, default is TRUE. If FALSE, only the updated call is returned.
...	Other arguments to be passed to the functions femlm, feols or feglm.

Value

It returns a fixest object (see details in femlm, feols or feglm).

Author(s)

Laurent Berge

See Also

See also the main estimation functions femlm, feols or feglm. predict.fixest, summary.fixest, vcov.fixest, fixef.fixest.

Examples

# Example using trade data
data(trade)

# main estimation
est_pois = fepois(Euros ~ log(dist_km) | Origin + Destination, trade)

# we add the variable log(Year)
est_2 = update(est_pois, . ~ . + log(Year))

# we add another fixed-effect: "Product"
est_3 = update(est_2, . ~ . | . + Product)

# we remove the fixed-effect "Origin" and the variable log(dist_km)
est_4 = update(est_3, . ~ . - log(dist_km) | . - Origin)

# Quick look at the 4 estimations
etable(est_pois, est_2, est_3, est_4)

fixest documentation built on Nov. 24, 2023, 5:11 p.m.