Prepare model fits for stargazer

Usage

starprep(
  ...,
  stat = c("std.error", "statistic", "p.value", "ci", "df"),
  se_type = NULL,
  clusters = NULL,
  alpha = 0.05
)

Arguments

...: a list of lm_robust or lm objects
stat: either "std.error" (the default), "statistic" (the t-statistic), "p.value", "ci", or "df"
se_type: (optional) if any of the objects are lm objects, what standard errors should be used. Must only be one type and will be used for all lm objects passed to starprep. See commarobust for more.
clusters: (optional) if any of the objects are lm objects, what clusters should be used, if clusters should be used. Must only be one vector and will be used for all lm objects passed to starprep. See commarobust for more.
alpha: (optional) if any of the objects are lm objects, what significance level should be used for the p-values or confidence intervals

Value

a list of vectors of extracted statistics for stargazers

Details

Used to help extract statistics from lists of model fits for stargazer. Prefers lm_robust objects, but because stargazer does not work with lm_robust objects, starprep can also take lm objects and calls commarobust to get the preferred, robust statistics.

Examples


library(stargazer)
#> 
#> Please cite as: 
#>  Hlavac, Marek (2022). stargazer: Well-Formatted Regression and Summary Statistics Tables.
#>  R package version 5.2.3. https://CRAN.R-project.org/package=stargazer 

lm1 <- lm(mpg ~ hp, data = mtcars)
lm2 <- lm(mpg ~ hp + wt, data = mtcars)

# Use default "HC2" standard errors
stargazer(lm1, lm2,
          se = starprep(lm1, lm2),
          p = starprep(lm1, lm2, stat = "p.value"),
          omit.stat = "f")
#> 
#> % Table created by stargazer v.5.2.3 by Marek Hlavac, Social Policy Institute. E-mail: marek.hlavac at gmail.com
#> % Date and time: Tue, Apr 23, 2024 - 23:09:15
#> \begin{table}[!htbp] \centering 
#>   \caption{} 
#>   \label{} 
#> \begin{tabular}{@{\extracolsep{5pt}}lcc} 
#> \\[-1.8ex]\hline 
#> \hline \\[-1.8ex] 
#>  & \multicolumn{2}{c}{\textit{Dependent variable:}} \\ 
#> \cline{2-3} 
#> \\[-1.8ex] & \multicolumn{2}{c}{mpg} \\ 
#> \\[-1.8ex] & (1) & (2)\\ 
#> \hline \\[-1.8ex] 
#>  hp & $-$0.068$^{***}$ & $-$0.032$^{***}$ \\ 
#>   & (0.015) & (0.008) \\ 
#>   & & \\ 
#>  wt &  & $-$3.878$^{***}$ \\ 
#>   &  & (0.688) \\ 
#>   & & \\ 
#>  Constant & 30.099$^{***}$ & 37.227$^{***}$ \\ 
#>   & (2.193) & (2.078) \\ 
#>   & & \\ 
#> \hline \\[-1.8ex] 
#> Observations & 32 & 32 \\ 
#> R$^{2}$ & 0.602 & 0.827 \\ 
#> Adjusted R$^{2}$ & 0.589 & 0.815 \\ 
#> Residual Std. Error & 3.863 (df = 30) & 2.593 (df = 29) \\ 
#> \hline 
#> \hline \\[-1.8ex] 
#> \textit{Note:}  & \multicolumn{2}{r}{$^{*}$p$<$0.1; $^{**}$p$<$0.05; $^{***}$p$<$0.01} \\ 
#> \end{tabular} 
#> \end{table} 
# NB: We remove the F-stat because stargazer only can use original F-stat
# which uses classical SEs

# Use default "CR2" standard errors with clusters
stargazer(lm1, lm2,
          se = starprep(lm1, lm2, clusters = mtcars$carb),
          p = starprep(lm1, lm2, clusters = mtcars$carb, stat = "p.value"),
          omit.stat = "f")
#> 
#> % Table created by stargazer v.5.2.3 by Marek Hlavac, Social Policy Institute. E-mail: marek.hlavac at gmail.com
#> % Date and time: Tue, Apr 23, 2024 - 23:09:15
#> \begin{table}[!htbp] \centering 
#>   \caption{} 
#>   \label{} 
#> \begin{tabular}{@{\extracolsep{5pt}}lcc} 
#> \\[-1.8ex]\hline 
#> \hline \\[-1.8ex] 
#>  & \multicolumn{2}{c}{\textit{Dependent variable:}} \\ 
#> \cline{2-3} 
#> \\[-1.8ex] & \multicolumn{2}{c}{mpg} \\ 
#> \\[-1.8ex] & (1) & (2)\\ 
#> \hline \\[-1.8ex] 
#>  hp & $-$0.068$^{**}$ & $-$0.032$^{**}$ \\ 
#>   & (0.015) & (0.008) \\ 
#>   & & \\ 
#>  wt &  & $-$3.878$^{*}$ \\ 
#>   &  & (1.025) \\ 
#>   & & \\ 
#>  Constant & 30.099$^{***}$ & 37.227$^{***}$ \\ 
#>   & (2.304) & (2.807) \\ 
#>   & & \\ 
#> \hline \\[-1.8ex] 
#> Observations & 32 & 32 \\ 
#> R$^{2}$ & 0.602 & 0.827 \\ 
#> Adjusted R$^{2}$ & 0.589 & 0.815 \\ 
#> Residual Std. Error & 3.863 (df = 30) & 2.593 (df = 29) \\ 
#> \hline 
#> \hline \\[-1.8ex] 
#> \textit{Note:}  & \multicolumn{2}{r}{$^{*}$p$<$0.1; $^{**}$p$<$0.05; $^{***}$p$<$0.01} \\ 
#> \end{tabular} 
#> \end{table} 

# Can also specify significance levels and different standard errors
stargazer(lm1, lm2,
          ci.custom = starprep(lm1, lm2, se_type = "HC3", alpha = 0.1, stat = "ci"),
          omit.stat = "f")
#> 
#> % Table created by stargazer v.5.2.3 by Marek Hlavac, Social Policy Institute. E-mail: marek.hlavac at gmail.com
#> % Date and time: Tue, Apr 23, 2024 - 23:09:15
#> \begin{table}[!htbp] \centering 
#>   \caption{} 
#>   \label{} 
#> \begin{tabular}{@{\extracolsep{5pt}}lcc} 
#> \\[-1.8ex]\hline 
#> \hline \\[-1.8ex] 
#>  & \multicolumn{2}{c}{\textit{Dependent variable:}} \\ 
#> \cline{2-3} 
#> \\[-1.8ex] & \multicolumn{2}{c}{mpg} \\ 
#> \\[-1.8ex] & (1) & (2)\\ 
#> \hline \\[-1.8ex] 
#>  hp & $-$0.068$^{***}$ & $-$0.032$^{***}$ \\ 
#>   & ($-$0.096, $-$0.040) & ($-$0.048, $-$0.016) \\ 
#>   & & \\ 
#>  wt &  & $-$3.878$^{***}$ \\ 
#>   &  & ($-$5.184, $-$2.572) \\ 
#>   & & \\ 
#>  Constant & 30.099$^{***}$ & 37.227$^{***}$ \\ 
#>   & (26.008, 34.189) & (33.439, 41.016) \\ 
#>   & & \\ 
#> \hline \\[-1.8ex] 
#> Observations & 32 & 32 \\ 
#> R$^{2}$ & 0.602 & 0.827 \\ 
#> Adjusted R$^{2}$ & 0.589 & 0.815 \\ 
#> Residual Std. Error & 3.863 (df = 30) & 2.593 (df = 29) \\ 
#> \hline 
#> \hline \\[-1.8ex] 
#> \textit{Note:}  & \multicolumn{2}{r}{$^{*}$p$<$0.1; $^{**}$p$<$0.05; $^{***}$p$<$0.01} \\ 
#> \end{tabular} 
#> \end{table}