fixest 0.10.0

Bugs fixes

Major changes

base = setNames(iris, c("y", "x1", "x2", "x3", "species"))
i = 2:3
z = "i(species)"
feols(y ~ x.[i] + .[z], base)
#> OLS estimation, Dep. Var.: y
#> Observations: 150 
#> Standard-errors: IID 
#>                      Estimate Std. Error   t value   Pr(>|t|)    
#> (Intercept)          3.682982   0.107403 34.291343  < 2.2e-16 ***
#> x2                   0.905946   0.074311 12.191282  < 2.2e-16 ***
#> x3                  -0.005995   0.156260 -0.038368 9.6945e-01    
#> species::versicolor -1.598362   0.205706 -7.770113 1.3154e-12 ***
#> species::virginica  -2.112647   0.304024 -6.948940 1.1550e-10 ***
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#> RMSE: 0.333482   Adj. R2: 0.832221

Breaking changes

New features

base = setNames(iris = c("y", "x1", "x2", "x3", "species"))

# Setting up the data
setFixest_estimation(data = base)

# Now vcov can be used without using vcov = stuff:
feols(y ~ x1 + x2, ~species)

# => same as feols(y ~ x1 + x2, vcov = ~species)
mtcars |> feols(cyl ~ mpg)
# => same as feols(cyl ~ mpg, mtcars)

etable

Other

fixest 0.9.0

Bugs

Breaking changes: new i() function

Breaking changes: new default family for feglm

Breaking changes: coefplot is now split in two

etable

Sun and Abraham staggered DiD method

fixest_multi methods

Common methods have been extended to fixest_multi objects.

fitstat: New fit statistics

New functions

New features

Minor breaking changes

Other changes

fixest 0.8.4

Bugs

New features

Other changes

fixest 0.8.3 (2021-03-01)

Bugs

New features

fixest 0.8.2 (2021-02-11)

Bugs

Other

fixest 0.8.1 (2021-01-13)

Bugs

Sun and Abraham method for staggered DiD

New features

Other

fixest 0.8.0 (2020-12-14)

Bugs

IV

base = iris
names(base) = c("y", "x1", "x_endo", "x_inst", "species")
base$endo_bis = 0.5 * base$y + 0.3 * base$x_inst + rnorm(150)
base$inst_bis = 0.2 * base$x_endo + 0.3 * base$endo_bis + rnorm(150)

# The endo/instrument is defined in a formula past a pipe
res_iv1 = feols(y ~ x1 | x_endo ~ x_inst, base)

# Same with the species fixed-effect
res_iv2 = feols(y ~ x1 | species | x_endo ~ x_inst, base)

# To add multiple endogenous regressors: embed them in c()
res_iv3 = feols(y ~ x1 | c(x_endo, x_endo_bis) ~ x_inst + x_inst_bis, base)

fit statistics

Multiple estimations

aq = airquality[airquality$Month %in% 5:6, ]
est_split = feols(c(Ozone, Solar.R) ~ sw(poly(Wind, 2), poly(Temp, 2)),
                 aq, split = ~ Month)
                 
# By default: sample is the root
etable(est_split)

# Let's reorder, by considering lhs the root
etable(est_split[lhs = TRUE])

# Selecting only one LHS and RHS
etable(est_split[lhs = "Ozone", rhs = 1])

# Taking the first root (here sample = 5)
etable(est_split[I = 1])

# The first and last estimations
etable(est_split[i = c(1, .N)])

Formula macros

data(longley)
# All variables containing "GNP" or "ployed" in their names are fetched
feols(Armed.Forces ~ Population + ..("GNP|ployed"), longley)

New features in etable

Other new features

Improvements of the internal algorithm

fixest 0.7.1 (2020-10-27)

Hotfixes

Improvements

New features

fixest 0.7.0 (2020-10-24)

Bugs

Internal improvements

Standard-errors, important changes

New function: fitstat

New features in interact()

New features in etable

User visible changes

Deprecation

fixest 0.6.0 (2020-07-13)

Bugs

New vignettes

Major changes: etable

Major changes: dof

User visible changes

New methods

fixest 0.5.1 (2020-06-18)

Hotfix

Bugs

User visible change

Major update of etable

Other

fixest 0.5.0 (2020-06-10)

Bug fixes

New functionality: formula macros

New functions

Major user-visible changes

User-visible changes

New Methods

Vignette and Readme

Issue found: convergence problems with multiples variables with varying slopes

Error-handling

Other

fixest 0.4.1 (2020-04-13)

Bug fixes

Help

Other

fixest 0.4.0 (2020-03-27)

User visible changes: Latex export

User visible changes: coefplot

New methods

Other

fixest 0.3.1 (2020-02-09)

Major bug fix

Other bug fixes

New features

fixest 0.3.0 (2020-02-01)

New feature: Lagging

New feature: Interactions

New feature: coefplot

New functions

User visible changes

Bug correction

fixest 0.2.1 (2019-11-22)

Major bug correction

Major user visible changes

fixest 0.2.0 (2019-11-19)

New function

-[did_means] New function did_means to conveniently compare means of groups of observations (both treat/control and pre/post). Contains tools to easily export in Latex.

Major user visible changes

Minor user visible changes

Bug correction

Error handling

fixest 0.1.2 (2019-10-04)

Major bug correction

fixest 0.1.1 (2019-09-20)

Major bug correction

Minor bug correction

Error handling

fixest 0.1.0 (2019-09-03)

First version