arpoon.rfixest.Fixest.feols(fml: str, vcov: str = None, weights: str = None, offset=None, subset=None, split: str = None, fsplit: str = None, split_keep=None, split_drop=None, cluster: list | str = None, ssc: dict = None, panel_id=None, fixef=None, fixef_rm: 'perfect' | 'singleton' | 'both' | 'none' = 'perfect', fixef_tol: int = 1e-06, fixef_iter: int = 10000, collin_tol: int = 1e-10, nthreads: int = None, lean: bool = False, verbose: int = 0, warn: bool = True, notes=None, only_coef: bool = False, combine_quick=None, mem_clean: bool = False, only_env: bool = False, env=None, demeaned: bool = False, *, name: str = None, keep_est: bool = True) → FixestOLS

Estimates OLS with any number of fixed-effects, by calling r-fixest feols

Example (continued): gravity ols

Example continued from arpoon.rfixest.Fixest

In [1]: ols = fixest.feols(
   ...:     "Euros ~ log(dist_km) | Origin + Destination + Product + Year"
   ...: )
   ...: 

In [2]: ols
Out[2]: 
OLS estimation, Dep. Var.: Euros
Observations: 38,325
Fixed-effects: Origin: 15,  Destination: 15,  Product: 20,  Year: 10
Standard-errors: Clustered (Origin) 
              Estimate Std. Error  t value   Pr(>|t|)    
log(dist_km) -66754618   14306507 -4.66603 0.00036385 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 116,958,376.0     Adj. R2: 0.303863
                      Within R2: 0.055781

Now the Fixest object has a cache which stores the estimations

In [3]: fixest
Out[3]: Fixest

In [4]: etable = fixest.etable()
                           model 1                         model 2
Dependent Var.:              Euros                           Euros
                                                                  
log(dist_km)    -1.528*** (0.1157) -66,754,618.0*** (14,306,507.3)
Fixed-Effects:  ------------------  ------------------------------
Origin                         Yes                             Yes
Destination                    Yes                             Yes
Product                        Yes                             Yes
Year                           Yes                             Yes
_______________ __________________  ______________________________
Family                     Poisson                             OLS
S.E.: Clustered         by: Origin                      by: Origin
Observations                38,325                          38,325
Squared Cor.               0.61202                         0.30490
Pseudo R2                  0.76403                         0.00901
BIC                        1.4e+12                     1,533,326.0
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

In [5]: etable
Out[5]: 
shape: (15, 3)
┌─────────────────┬────────────────────┬─────────────────────────────────┐
│ info            ┆ feglm_poisson.0    ┆ feols.1                         │
│ ---             ┆ ---                ┆ ---                             │
│ str             ┆ str                ┆ str                             │
╞═════════════════╪════════════════════╪═════════════════════════════════╡
│ Dependent Var.: ┆ Euros              ┆ Euros                           │
│                 ┆                    ┆                                 │
│ log(dist_km)    ┆ -1.528*** (0.1157) ┆ -66,754,618.0*** (14,306,507.3… │
│ Fixed-Effects:  ┆ ------------------ ┆ ------------------------------  │
│ Origin          ┆ Yes                ┆ Yes                             │
│ …               ┆ …                  ┆ …                               │
│ S.E.: Clustered ┆ by: Origin         ┆ by: Origin                      │
│ Observations    ┆ 38,325             ┆ 38,325                          │
│ Squared Cor.    ┆ 0.61202            ┆ 0.30490                         │
│ Pseudo R2       ┆ 0.76403            ┆ 0.00901                         │
│ BIC             ┆ 1.4e+12            ┆ 1,533,326.0                     │
└─────────────────┴────────────────────┴─────────────────────────────────┘

In [6]: fixest.etable(tex=True)
\begingroup
\centering
\begin{tabular}{lcc}
   \tabularnewline \midrule \midrule
   Dependent Variable: & \multicolumn{2}{c}{Euros}\\
   Model:              & (1)                  & (2)\\  
                       &  Poisson             & OLS\\  
   \midrule
   \emph{Variables}\\
   log(dist\_km)       & -1.528$^{***}$       & -66,754,618.0$^{***}$\\   
                       & (0.1157)             & (14,306,507.3)\\   
   \midrule
   \emph{Fixed-effects}\\
   Origin              & Yes                  & Yes\\  
   Destination         & Yes                  & Yes\\  
   Product             & Yes                  & Yes\\  
   Year                & Yes                  & Yes\\  
   \midrule
   \emph{Fit statistics}\\
   Observations        & 38,325               & 38,325\\  
   Squared Correlation & 0.61202              & 0.30490\\  
   Pseudo R$^2$        & 0.76403              & 0.00901\\  
   BIC                 & $1.4\times 10^{12}$  & 1,533,326.0\\  
   \midrule \midrule
   \multicolumn{3}{l}{\emph{Clustered (Origin) standard-errors in parentheses}}\\
   \multicolumn{3}{l}{\emph{Signif. Codes: ***: 0.01, **: 0.05, *: 0.1}}\\
\end{tabular}
\par\endgroup
Out[6]: '\\begingroup\n\\centering\n\\begin{tabular}{lcc}\n   \\tabularnewline \\midrule \\midrule\n   Dependent Variable: & \\multicolumn{2}{c}{Euros}\\\\\n   Model:              & (1)                  & (2)\\\\  \n                       &  Poisson             & OLS\\\\  \n   \\midrule\n   \\emph{Variables}\\\\\n   log(dist\\_km)       & -1.528$^{***}$       & -66,754,618.0$^{***}$\\\\   \n                       & (0.1157)             & (14,306,507.3)\\\\   \n   \\midrule\n   \\emph{Fixed-effects}\\\\\n   Origin              & Yes                  & Yes\\\\  \n   Destination         & Yes                  & Yes\\\\  \n   Product             & Yes                  & Yes\\\\  \n   Year                & Yes                  & Yes\\\\  \n   \\midrule\n   \\emph{Fit statistics}\\\\\n   Observations        & 38,325               & 38,325\\\\  \n   Squared Correlation & 0.61202              & 0.30490\\\\  \n   Pseudo R$^2$        & 0.76403              & 0.00901\\\\  \n   BIC                 & $1.4\\times 10^{12}$  & 1,533,326.0\\\\  \n   \\midrule \\midrule\n   \\multicolumn{3}{l}{\\emph{Clustered (Origin) standard-errors in parentheses}}\\\\\n   \\multicolumn{3}{l}{\\emph{Signif. Codes: ***: 0.01, **: 0.05, *: 0.1}}\\\\\n\\end{tabular}\n\\par\\endgroup'