fixest: sub-.fixest_panel – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

sub-.fixest_panel

Method to subselect from a fixest_panel

Description

Subselection from a fixest_panel which has been created with the function panel. Also allows to create lag/lead variables with functions l()/f() if the fixest_panel is also a data.table.

Usage

## S3 method for class 'fixest_panel'
x[i, j, ...]

Arguments

`x`	A `fixest_panel` object, created with the function `panel`.
`i`	Row subselection. Allows `data.table` style selection (provided the data is also a data.table).
`j`	Variable selection. Allows `data.table` style selection/variable creation (provided the data is also a data.table).
`...`	Other arguments to be passed to `[.data.frame` or `data.table` (or whatever the class of the initial data).

Details

If the original data was also a data.table, some calls to [.fixest_panel may dissolve the fixest_panel object and return a regular data.table. This is the case for subselections with additional arguments. If so, a note is displayed on the console.

Value

It returns a fixest_panel data base, with the attributes allowing to create lags/leads properly bookkeeped.

Author(s)

Laurent Berge

Examples

data(base_did)

# Creating a fixest_panel object
pdat = panel(base_did, ~id+period)

# Subselections of fixest_panel objects bookkeeps the leads/lags engine
pdat_small = pdat[!pdat$period %in% c(2, 4), ]
a = feols(y~l(x1, 0:1), pdat_small)

# we obtain the same results, had we created the lags "on the fly"
base_small = base_did[!base_did$period %in% c(2, 4), ]
b = feols(y~l(x1, 0:1), base_small, panel.id = ~id+period)
etable(a, b)


# Using data.table to create new lead/lag variables
if(require("data.table")){
  pdat_dt = panel(as.data.table(base_did), ~id+period)

  # Variable creation
  pdat_dt[, x_l1 := l(x1)]
  pdat_dt[, c("x_l1", "x_f1_2") := .(l(x1), f(x1)**2)]

  # Estimation on a subset of the data
  #  (the lead/lags work appropriately)
  feols(y~l(x1, 0:1), pdat_dt[!period %in% c(2, 4)])
}

fixest

Fast Fixed-Effects Estimations

v0.10.0

GPL-3

Authors

Laurent Berge [aut, cre], Sebastian Krantz [ctb], Grant McDermott [ctb] (<https://orcid.org/0000-0001-7883-8573>)

Initial release