I need to feed a custom formula to feols and have it estimate multiple models (various fixed effects), but this seems to break the sw() function. Compare:
library(fixest)
feols(mpg ~ disp | sw(gear, gear + carb), data = mtcars)
(That works.) This does not work:
feols(as.formula("mpg ~ disp") | sw(gear, gear + carb), data = mtcars)
Why? And how can I get that structure of formula input to work?
We may need paste to paste the strings togeher
library(fixest)
feols(as.formula(paste("mpg ~ disp", "sw(gear, gear + carb)",
sep = "|")), data = mtcars)
-output
Standard-errors: Clustered (gear)
Fixed-effects: gear
Estimate Std. Error t value Pr(>|t|)
disp -0.040774 0.015421 -2.64404 0.11821
---
Fixed-effects: gear + carb
Estimate Std. Error t value Pr(>|t|)
disp -0.018388 0.016009 -1.14861 0.36955
which gives same as
> feols(mpg ~ disp | sw(gear, gear + carb), data = mtcars)
Standard-errors: Clustered (gear)
Fixed-effects: gear
Estimate Std. Error t value Pr(>|t|)
disp -0.040774 0.015421 -2.64404 0.11821
---
Fixed-effects: gear + carb
Estimate Std. Error t value Pr(>|t|)
disp -0.018388 0.016009 -1.14861 0.36955
NOTE: paste is more efficient compared to reformulate. If it is a single expression, formula can be used an expression i.e.
fmla <- mpg ~ disp | sw(gear, gear + carb)
> feols(fmla, data = mtcars)
Standard-errors: Clustered (gear)
Fixed-effects: gear
Estimate Std. Error t value Pr(>|t|)
disp -0.040774 0.015421 -2.64404 0.11821
---
Fixed-effects: gear + carb
Estimate Std. Error t value Pr(>|t|)
disp -0.018388 0.016009 -1.14861 0.36955