我正在嘗試撰寫一個函式來回傳 FE 回歸系數和標準誤差，因為我需要運行大量回歸。資料可能是這樣的。列名中有很多特殊字符，如空格、-、&、數字等。
library(data.table)
library(fixest)
library(broom)
data<-data.table(Date = c("2020-01-01","2020-01-01","2020-01-01","2020-01-01","2020-02-01","2020-02-01","2020-02-01","2020-02-01"),
Card = c(1,2,3,4,1,2,3,4),
A = rnorm(8),
B = rnorm(8),
C = rnorm(8),
D = rnorm(8)
)
setnames(data, old = "A", new = "A-A")
setnames(data, old = "B", new = "B B")
setnames(data, old = "C", new = "C&C")
setnames(data, old = "D", new = "1-D")
感謝@Ronak Shah 和@Laurent Bergé，他們提供了以下兩位優秀的候選人
estimation_fun <- function(col1,col2,df) {
regression<-feols(as.formula(sprintf('%s ~ %s | Card Date', col1, col2)), df)
est =tidy(regression)$estimate
se = tidy(regression)$std.error
output <- list(est,se)
return(output)
}
或者
estimation_fun <- function(lhs, rhs, df) {
regression<-feols(.[col1] ~ .[col2] | Card Date, df)
est =tidy(regression)$estimate
se = tidy(regression)$std.error
output <- list(est,se)
return(output)
}
如果列名只是“A”、“B”、“C”等，它們都可以作業。但是，試試這個函式
estimation_fun("A-A","B B",data)
Error in feols(as.formula(sprintf("%s ~ %s | Card Date", col1, col2)), :
Argument 'fml' could not be evaluated: <text>:1:9: unexpected symbol
1: A-A ~ B B
^
我正在尋找一種可以處理這種情況的 feols 公式格式。或者歡迎提出任何建議，即直接洗掉列名中的這些特殊字符。（但這將是第二好的）
感謝這里的偉大社區！
uj5u.com熱心網友回復：
考慮將特殊字符更改為 _
setnames(data, gsub("[-& ]", "_", names(data)))
setnames(data, make.names(names(data)))
- 檢查資料
> data
Date Card A_A B_B C_C X1_D
1: 2020-01-01 1 0.19083908 0.4835800 -0.08755933 1.01311944
2: 2020-01-01 2 -0.57726617 0.6421043 1.12987445 -0.52168711
3: 2020-01-01 3 2.02653159 -1.4505543 -0.43367868 -0.04474157
4: 2020-01-01 4 -0.20575821 0.4691786 -1.58562690 0.49362528
5: 2020-02-01 1 -0.03461155 -0.2913712 -0.16457341 -0.07701185
6: 2020-02-01 2 -0.50734472 -0.7545768 -0.53227356 0.46468144
7: 2020-02-01 3 0.76653913 -0.1634451 1.00350319 0.25886312
8: 2020-02-01 4 0.33414436 0.6395322 1.10383819 -1.08479631
-測驗
estimation_fun('A_A', 'B_B', data)
[[1]]
[1] -0.3915516
attr(,"type")
[1] "Clustered (Card)"
[[2]]
[1] 0.2658773
attr(,"type")
[1] "Clustered (Card)"
通常反引號起作用，但是使用feols，它會中斷。因此，安全的選擇是使用clean_namesfromjanitor或 withgsub將特殊字符替換為_.
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