RegTable: Convert List of Results to Regression Table

In laszlo-jakab/laszlor: Various Utilities I Use

Description

Convert List of Results to Regression Table

Usage

RegTable(reg.list, digits = 3, fe.list = NULL, coef.lab.dt = NULL,
  col.names = NULL, print.tstat = FALSE, sig.levels = c(0.01, 0.05, 0.1),
  sig.symbols = c("***", "**", "*"))

Arguments

reg.list	A list of regression outputs (e.g. lm objects). Should be more than one regression object.
digits	Number of digits to display for coefficients, standard errors. T-stats are forced to be displayed as two digits.
fe.list	Optional matrix/data.table of fixed effect labels to be added after the coefficients.
coef.lab.dt	Optional data.table of coefficient labels. Must include the following columns: (i) old.name: variable names in the dataset, (ii) new.name: variable labels to display. Regression table coefficients will be displayed in the order of the variables in this table. The table of coefficient labels can include more variables than what is included in the given regression table.
col.names	Optional column names to display. Default is to label columns as (1), (2), (3), etc.
print.tstat	Should t-stats be displayed instead of standard errors?
sig.levels	Levels for which significance stars should be assigned, if any. Default is 1%, 5%, 10%.
sig.symbols	Significance stars to be displayed.

Value

A formatted data.table of regression output containing coefficients, standard errors, number of observations and R-squared (or first-stage F-stat if an instrumental variables specification is supplied to felm). If the regression includes partialled-out fixed effects, the R-squared of the projected model is also displayed. Lables for fixed effects are also displayed if supplied by the user.

Examples

reg.models <- c("mpg ~ disp", "mpg ~ disp + hp", "mpg ~ disp + hp + wt")
reg.results <- lapply(reg.models, function(x) lm(x, mtcars))
RegTable(reg.results)
coef.lab.dt <- data.table(
  old.name = c("(Intercept)", "disp", "hp", "wt"),
  new.name = c("Intercept", "Displacement", "Horsepower", "Weight"))
RegTable(reg.results, coef.lab.dt = coef.lab.dt, print.tstat = TRUE)
RegTable(reg.results, coef.lab.dt = coef.lab.dt[2:nrow(coef.lab.dt)])

laszlo-jakab/laszlor documentation built on May 31, 2019, 2:25 p.m.