inst/tinytest/test-pkg-fixest.R

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

source("helpers.R")
requiet("sandwich")
requiet("fixest")
requiet("data.table")
fixest::setFixest_nthreads(1)

# issue 591
dat <<- data.table::as.data.table(mtcars)
mod1 <- feols(c(mpg, disp) ~ hp + drat + qsec, data = mtcars, subset = mtcars$gear > 3)
mod2 <- feols(c(mpg, disp) ~ hp + drat + qsec, data = dat, subset = dat[, (gear > 3)])
expect_equivalent(ncol(modelsummary(mod1, "dataframe")), 5)
expect_equivalent(ncol(modelsummary(mod2, "dataframe")), 5)

# fixest built in SE label
mod <- feols(Euros ~ dist_km | Product + Destination + Origin, data = trade)
tab <- modelsummary(mod, "data.frame")
expect_true("by: Product" %in% tab[["(1)"]])

# multi: after 0.10.5
mod <- feols(mpg ~ hp, split = ~cyl, data = mtcars)
tab <- modelsummary(mod, "data.frame")
expect_true(all(c("sample: 4", "sample: 6", "sample: 8") %in% colnames(tab)))

v <- c("mpg", "wt", "drat")
mod <- feols(.[v] ~ hp, data = mtcars)
tab <- modelsummary(mod, "data.frame")
expect_true(all(c("lhs: mpg", "lhs: wt", "lhs: drat") %in% colnames(tab)))

# simple model
mod <- feols(Sepal.Length ~ Sepal.Width + Petal.Length | Species, iris)
raw <- modelsummary(mod, "data.frame")
expect_inherits(raw, "data.frame")
expect_equivalent(ncol(raw), 4)
expect_true("by: Species" %in% raw[["(1)"]])

# gof_map standard errors with `vcov.type`
gm <- list(
  list("raw" = "FE: gear", "clean" = "FE: Gear", fmt = 0),
  list("raw" = "vcov.type", "clean" = "Uncertainty", fmt = 0))
mod <- feols(mpg ~hp | gear, data = mtcars)
tab <- modelsummary(mod,
                    gof_map = gm,
                    output = "data.frame")
expect_true("Uncertainty" %in% tab$term)
expect_true("FE: Gear" %in% tab$term)

# fixest std.error labels
mod <- feols(hp ~ mpg + drat, mtcars, cluster = "vs")
tab <- modelsummary(mod, output = "data.frame")
expect_equivalent(tab[tab$term == "Std.Errors", "(1)"], "by: vs")
tab <- modelsummary(mod, vcov = list(NULL), output = "data.frame")
expect_equivalent(tab[tab$term == "Std.Errors", "(1)"], "by: vs")
tab <- modelsummary(mod, vcov = list(NULL, "iid"), output = "data.frame")
expect_equivalent(tab[tab$term == "Std.Errors", "(1)"], "by: vs")
expect_equivalent(tab[tab$term == "Std.Errors", "(2)"], "by: vs")
# unnamed function includes no label
tab1 <- modelsummary(mod,
                     vcov = vcov(mod, se = "standard"),
                     output = "data.frame")
tab2 <- modelsummary(mod,
                     vcov = list(vcov(mod, se = "standard")),
                     output = "data.frame")
tab3 <- modelsummary(mod,
                     output = "data.frame",
                     vcov = list("test " = stats::vcov(mod, se = "standard")))
expect_true("Custom" %in% tab1[["(1)"]])
expect_true("Custom" %in% tab2[["(1)"]])
expect_true("test " %in% tab3[["(1)"]])

# regression: issue #450
mod <- feols(mpg ~ wt, data = mtcars)

se1 <- sqrt(diag(vcovHC(mod, type = "HC3")))
tab <- modelsummary(mod,
    vcov = "HC3",
    gof_map = NA,
    fmt = 10,
    estimate = "std.error",
    statistic = NULL,
    output = "dataframe")
expect_equivalent(as.numeric(tab[["(1)"]]), se1, ignore_attr = TRUE)

se1 <- sqrt(diag(vcovHC(mod, type = "HC1")))
se2 <- get_estimates(mod, vcov = "HC1")$std.error
expect_equivalent(se2, se1, ignore_attr = TRUE)

# Issue #551
mod <- suppressMessages(feols(mpg ~ hp * i(cyl), data = mtcars))
cm <- c(
  "cyl::6" = "Cylinders 6",
  "cyl::8" = "Cylinders 8",
  "hp:cyl::4" = "HP x Cylinders 4",
  "hp:cyl::6" = "HP x Cylinders 6")
tab <- modelsummary(mod, coef_map = cm, output = "dataframe")
expect_true("HP x Cylinders 4" %in% tab$term)


# Issue #608: multiple fixest_multi
base <- iris
names(base) <- c("y1", "y2", "y3", "x1", "species")
mod <- list(
  "A" = feols(c(y1,y2) ~ x1, base),
  "B" = feols(c(y1,y2) ~ x1, base))
tab <- modelsummary(mod, gof_map = c("r.squared", "nobs"), output = "data.frame")
expect_equivalent(dim(tab), c(6, 7))
expect_true("A lhs: y1" %in% colnames(tab))

# model names
if (!requiet("tinysnapshot")) exit_file("tinysnapshot")
using("tinysnapshot")
mod <- list(
  "A" = feols(y1 ~ x1, base),
  "K" = feols(y1 ~ x1, base))
expect_snapshot_print(
  modelsummary(mod, output = "markdown"),
  "test-pkg-fixest_model_names_single")


# Issue #546
dat <- transform(mtcars, carb_carb = carb)
mod <- feols(mpg ~ hp | carb_carb, data = dat)
k <- modelsummary(mod, output = "latex")
expect_false(grepl("FE: carb_carb", k))