inst/tinytest/test-get_vcov_type.R

In modelsummary: Summary Tables and Plots for Statistical Models and Data: Beautiful, Customizable, and Publication-Ready

source("helpers.R")

requiet("lfe")
requiet("fixest")
requiet("estimatr")
fixest::setFixest_nthreads(1) # avoids warning pollution

# automatic standard errors labelling
mod <- lm(hp ~ mpg, mtcars)
vcov <- list("iid", "robust", "stata", ~cyl, ~ vs + am, ~ vs:am)
tab <- suppressMessages(modelsummary(mod, vcov = vcov, output = "dataframe"))
expect_true("IID" %in% tab[[4]])
expect_true("HC3" %in% tab[[5]])
expect_true("HC1" %in% tab[[6]])
expect_true("by: cyl" %in% tab[[7]])
expect_true("by: vs & am" %in% tab[[8]])
expect_true("by: vs & am" %in% tab[[9]])
vcov <- list("iid", "robust")
tab <- modelsummary(mod, vcov = vcov, output = "dataframe")
expect_true("Std.Errors" %in% tab[[2]])
expect_true("IID" %in% tab[[4]])
expect_true("HC3" %in% tab[[5]])

# consistent display of clustered SEs
mod_feols <- feols(mpg ~ wt, mtcars, vcov = ~ am + cyl)
mod_felm <- felm(mpg ~ wt | 0 | 0 | am + cyl, mtcars, cmethod = "cgm2")
gm <- modelsummary::gof_map
gm <- gm[gm$clean == "Std.Errors", ]
tab1 <- modelsummary(mod_feols, output = "dataframe", gof_map = gm)
tab2 <- modelsummary(mod_felm, output = "dataframe", gof_map = gm)
tab3 <- modelsummary(mod_feols, vcov = ~ am + cyl, output = "dataframe", gof_map = gm)
expect_equivalent(tab1, tab2)
expect_equivalent(tab1, tab3)

# consistent gof std error display fixest/lfe/estimatr
requiet("fixest")
requiet("lfe")
requiet("estimatr")
fixest_mod <- fixest::feols(hp ~ mpg + drat, mtcars, vcov = ~vs)
mod <- list(
  "feols" = fixest_mod,
  "felm" = felm(hp ~ mpg + drat | 0 | 0 | vs, mtcars),
  "estimatr" = lm_robust(hp ~ mpg + drat, mtcars, se_type = "stata", clusters = vs))
tab <- modelsummary(mod, output = "data.frame")
expect_equivalent(tab$feols[nrow(tab)], "by: vs")
expect_equivalent(tab$felm[nrow(tab)], "by: vs")
expect_equivalent(tab$estimatr[nrow(tab)], "by: vs")