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Exporting estimation tables13 hours ago
Preliminaries | Displaying tables in the console | Styling console output with style.df | Postprocessing with postprocess.df | Setting default values | Exporting tables to LaTeX | Styling LaTeX output with style.tex | Postprocessing with postprocess.tex | Setting default values: LaTeX edition | Highlighting coefficients | Frame | Row colors | Style | LaTeX extras | threeparttable | adjustbox | makecell | Exporting tables to other formats | Exporting tables as PNGs | Quarto and Rmarkdown: argument markdown | CSS for custom HTML output | Monitoring the look of the tables: the argument page.width | RStudio and Positron (VS Code): argument view | Custom fit statistics | Other tabling software
On Standard Errors13 hours ago
Review of theory | FWL for variance-covariance matrix | Generalized linear models | How standard-errors are computed in fixest | The argument vcov | Classical standard errors | Heteroskedasticity-robust standard errors | Cluster-robust standard errors | Heteroskedasticity and auto-corrleation robust standard errors | Spatial-correlation robust standard errors | Other options | Small sample correction | Yet more details | Replicating standard-errors from other methods | The data set and heteroskedasticity-robust SEs | "IID" SEs in the presence of fixed-effects | Clustered SEs | HAC SEs | Other multiple fixed-effects methods | Defining how to compute the standard-errors once and for all | Changelog | References & acknowledgments
On collinearity1 days ago
What collinearity is | This document's definitions | Why collinearity can be a problem | Technical reason | Substantial reason | When is collinearity a problem? | The model is misspecified | Example 1: Gender gap in publications | Example 2: Sneaky misspecification | Econometrics software and collinearity | Detecting collinearity: Automatic variable removal algorithms | Collinearity is a numerical problem | When automatic removal is good | When automatic removal bites
Fast Fixed-Effects Estimation: Short Introduction30 days ago
Simple example using trade data | Estimation | Clustering the standard-errors | Other standard-errors | Other estimation functions | Viewing the results in R | Multiple estimations | Exporting the results to Latex | An elaborate example | Extracting the fixed-effects coefficients | The vcov argument | Basics: main calls and shortcuts | Using dedicated functions | Small sample correction | Other types of VCOVs | Instrumental variables | Interaction terms | Interactions involving fixed-effects | Combining several fixed-effects (fe1^fe2^fe3...) | Varying slopes (fe[x]) | Interactions that don't involve fixed-effects | A compact syntax for factors and interactions: i() | Simple difference-in-differences (TWFE) | Staggered difference-in-differences (Sun and Abraham, 2020) | Additional features | Formula: macros and dot square brackets | Formula macros | The dot square bracket operator | Lagging variables | Lagging variables in an estimation | Setting up a panel data set | Creating lag/lead variables | Non-linear in parameters example | Adding fixed-effects to non-linear in parameters models | Multi-threading
Multiple estimations30 days ago
First illustration | Performing multiple estimations | Multiple LHS | Multiple RHS and fixed-effects: stepwise functions | Split sample estimations | Combining multiple estimations | Manipulation of multiple estimations | Basic access | Putting order | Some notes | Note on standard-errors | Note on IVs | Note on memory usage
string_magic's operations: The reference2 years ago
Basic string operations | s, S, split, Split: Split strings | c, C, collapse, Collapse: Collapse strings | extract, x, X: Extract patterns | r, R, replace: Replace patterns | clean: Clean string patterns | get: Get selected strings | is: Detect patterns in strings | which: Get the index of the strings containing a pattern | Operations changing the length or the order | first: Keep only the first elements | K: Keep only the first elements (alternative) | last: Keep only the last elements | sort: Sort the vector | dsort: Sort the vector in decreasing order | rev: Reverse the vector | unik: Keep only unique elements | table: Attach unique elements to their frequencies | each: Repeat each elements of the vector | times: Repeats the vector | rm: Remove specific values | nuke: Remove all value | insert: Insert a character string | dp, deparse: Deparse an object | Formatting operations | lower: Change the case | upper: Change the case | title: Change the case | ws: Normalize white spaces | tws: Trim white spaces | q, Q, bq: Add various type of quotes | format, Format: Format the values with base::format | %: Apply sprintf formatting | stopwords: Remove stop words | ascii: Turn the string to ASCII | round, signif, r0-r6, s0-s6: Formatting numbers | n, N: Formatting integers | nth, Nth: Numbered position | ntimes, Ntimes: Number of times | firstchar, lastchar: Keep only the first, last characters | k, shorten, Shorten: Shortens character strings | fill, align, width: Fill character strings | paste, append: Append text | join: Join lines | escape: Escape special characters | Other operations | num: Convert to numeric | enum: Create an enumeration | len, Len: Formatted length | swidth: Add newlines to force the string to fit a given width | difftime: Formatted time difference
dreamerr: Error Handling Made Easy2 years ago
Motivating example | How to use check_arg | Argument .type | Classes | Restrictions | Globals | check_set_arg | Developer mode | Adding error-handling to lm | References
Regular expression flags2 years ago
Regex flags: Syntax | Regex flags: Reference | ignore | fixed | word | magic | total | single | Escaping flags: How to, and a word of caution with paths
String tools: magic edition2 years ago
Detection of regex patterns | Pattern detection with string_is, string_which and string_get | Specificities of srt_get | Sequentially appending results | Caching | Chaining string operations with string_ops | string_clean: One function to clean them all | Cleaning syntax | Example of text cleaning | Create simple character vectors with string_vec | Creating small matrices or data frames | Split vectors and turn the result into a data frame, and vice versa
Tailor-made functions and operations3 years ago
Creating new functions with alias generators | Creating a formula builder | Changing str_clean | Creating small numeric matrices | Creating your own string operations | New operations as a sequence of existing operations | New operations using a custom function | Using stringmagic with custom operations as a dependency | Why do I need a namespace? | Using custom operations in a package | Example | Using aliases
Exporting graphs3 years ago
Exporting graphs with fplot | Example | Changelog
string_magic's sepcial operations3 years ago
Group-wise operations | Conditional operations | if statement | Verbatim if statement | Special interpolation: if-else | Regular if-else: "&" | if-else with automatic filling | Special interpolation: Pluralization | Pluralization: Principles | Pluralization: Regular operations | s, es | y or ies | enum | n, N, len, Len | nth, ntimes | is, or any verb | Pluralization: Conditional statements | Direct access to the current time and a timer facility | Current date and time | Timer
hdd walkthrough3 years ago
Example with publication data | Importation | Importing with preprocessing | Manipulation | Exploring a hdd data set | Extracting a full variable | Reading full hdd data sets from disk to memory | Slicing | Speed considerations and limitations | In-memory operations will always be faster | On aggregation | References
Efficient Maximum Likelihood Estimation with Multiple Fixed-Effects3 years ago
Simple example using Trade data | Estimation | Clustering the standard-errors | Using other Likelihoods | Viewing the results in R | Exporting the results to Latex | An elaborate example | Extracting the fixed-effects | Additional features | Non-linear in parameters example | Adding fixed-effects to non-linear in parameters models | Using multi-cores | Troubleshooting | Collineartiy | A note on precision
string_magic: Magical String Interpolation3 years ago
Basic interpolation | How to add operations to interpolations | Adding arguments to operations | Alternative ways to pass arguments | Adding options to operations | Nesting interpolations | Pluralization: A brief introduction | Escaping and special cases | Escape brackets | Other escapes | How to use a regular ! in interpolations?
Regular expression logic3 years ago
Logically combining regex patterns | Escaping the meaning of the logical operators | How do regex flags work with logically combined regexes?