RegressionTables.jl

This package provides publication-quality regression tables for use with FixedEffectModels.jl, GLM.jl, GLFixedEffectModels.jl and MixedModels.jl, as well as any package that implements the RegressionModel abstraction.

In its objective it is similar to (and heavily inspired by) the Stata command esttab and the R package stargazer.

Installation

To install the package, type in the Julia command prompt

] add RegressionTables

A brief demonstration

using RegressionTables, DataFrames, FixedEffectModels, RDatasets, GLM

df = RDatasets.dataset("datasets", "iris")

rr1 = reg(df, @formula(SepalLength ~ SepalWidth + fe(Species)))
rr2 = reg(df, @formula(SepalLength ~ SepalWidth + PetalLength + fe(Species)))
rr3 = reg(df, @formula(SepalLength ~ SepalWidth * PetalLength + PetalWidth + fe(Species)))
rr4 = reg(df, @formula(SepalWidth ~ SepalLength + PetalLength + PetalWidth + fe(Species)))
rr5 = glm(@formula(SepalWidth < 2.9 ~ PetalLength + PetalWidth + Species), df, Binomial())

regtable(
    rr1,rr2,rr3,rr4,rr5;
    render = AsciiTable(),
    labels = Dict(
        "versicolor" => "Versicolor",
        "virginica" => "Virginica",
        "PetalLength" => "Petal Length",
    ),
    regression_statistics = [
        Nobs => "Obs.",
        R2,
        R2Within,
        PseudoR2 => "Pseudo-R2",
    ],
    extralines = [
        ["Main Coefficient", "SepalWidth", "SepalWidth", "Petal Length", "Petal Length", "Intercept"],
        DataRow(["Coef Diff", 0.372 => 2:3, 1.235 => 3:4, ""], align="lccr")
    ],
    order = [r"Int", r" & ", r": "]
)


----------------------------------------------------------------------------------------------------
                                          SepalLength                 SepalWidth    SepalWidth < 2.9
                            --------------------------------------   ------------   ----------------
                                   (1)          (2)            (3)            (4)                (5)
----------------------------------------------------------------------------------------------------
(Intercept)                                                                                   -1.917
                                                                                             (1.242)
SepalWidth & Petal Length                                   -0.070                                  
                                                           (0.041)                                  
Species: Versicolor                                                                        10.441***
                                                                                             (1.957)
Species: Virginica                                                                         13.230***
                                                                                             (2.636)
SepalWidth                    0.804***     0.432***       0.719***                                  
                               (0.106)      (0.081)        (0.155)                                  
Petal Length                               0.776***       1.047***        -0.188*             -0.773
                                            (0.064)        (0.143)        (0.083)            (0.554)
PetalWidth                                                  -0.259       0.626***           -3.782**
                                                           (0.154)        (0.123)            (1.256)
SepalLength                                                              0.378***                   
                                                                          (0.066)                   
----------------------------------------------------------------------------------------------------
Species Fixed Effects              Yes          Yes            Yes            Yes                   
----------------------------------------------------------------------------------------------------
Estimator                          OLS          OLS            OLS            OLS           Binomial
----------------------------------------------------------------------------------------------------
Obs.                               150          150            150            150                150
R2                               0.726        0.863          0.870          0.635                   
Within-R2                        0.281        0.642          0.659          0.391                   
Pseudo-R2                        0.527        0.811          0.831          0.862              0.347
Main Coefficient            SepalWidth   SepalWidth   Petal Length   Petal Length          Intercept
Coef Diff                            0.372                      1.235                             
----------------------------------------------------------------------------------------------------

LaTeX output can be generated by using

regtable(rr1,rr2,rr3,rr4; render = LatexTable())

\begin{tabular}{lrrrr}
\toprule
                                & \multicolumn{3}{c}{SepalLength} & \multicolumn{1}{c}{SepalWidth} \\ 
\cmidrule(lr){2-4} \cmidrule(lr){5-5} 
                                &      (1) &      (2) &       (3) &                            (4) \\ 
\midrule
SepalWidth                      & 0.804*** & 0.432*** &  0.719*** &                                \\ 
                                &  (0.106) &  (0.081) &   (0.155) &                                \\ 
PetalLength                     &          & 0.776*** &  1.047*** &                        -0.188* \\ 
                                &          &  (0.064) &   (0.143) &                        (0.083) \\ 
PetalWidth                      &          &          &    -0.259 &                       0.626*** \\ 
                                &          &          &   (0.154) &                        (0.123) \\ 
SepalWidth $\times$ PetalLength &          &          &    -0.070 &                                \\ 
                                &          &          &   (0.041) &                                \\ 
SepalLength                     &          &          &           &                       0.378*** \\ 
                                &          &          &           &                        (0.066) \\ 
\midrule
Species Fixed Effects           &      Yes &      Yes &       Yes &                            Yes \\ 
\midrule
$N$                             &      150 &      150 &       150 &                            150 \\ 
$R^2$                           &    0.726 &    0.863 &     0.870 &                          0.635 \\ 
Within-$R^2$                    &    0.281 &    0.642 &     0.659 &                          0.391 \\ 
\bottomrule
\end{tabular}

Similarly, HTML tables can be created with HtmlTable().

Send the output to a text file by passing the destination file as a keyword argument:

regtable(rr1,rr2,rr3,rr4; render = LatexTable(), file="myoutputfile.tex")

then use \input in LaTeX to include that file in your code. Be sure to use the booktabs package:

\documentclass{article}
\usepackage{booktabs}

\begin{document}

\begin{table}
\label{tab:mytable}
\input{myoutputfile}
\end{table}

\end{document}

regtable() can also print TableRegressionModel's from GLM.jl (and output from other packages that produce TableRegressionModel's):

using GLM

dobson = DataFrame(Counts = [18.,17,15,20,10,20,25,13,12],
    Outcome = repeat(["A", "B", "C"], outer = 3),
    Treatment = repeat(["a","b", "c"], inner = 3))
rr1 = fit(LinearModel, @formula(SepalLength ~ SepalWidth), df)
lm1 = fit(LinearModel, @formula(SepalLength ~ SepalWidth), df)
gm1 = fit(GeneralizedLinearModel, @formula(Counts ~ 1 + Outcome + Treatment), dobson,
                  Poisson())

regtable(rr1,lm1,gm1; renderSettings = AsciiTable())


---------------------------------------------
                   SepalLength        Counts 
               -------------------   --------
                    (1)        (2)        (3)
---------------------------------------------
(Intercept)    6.526***   6.526***   3.045***
                (0.479)    (0.479)    (0.171)
SepalWidth       -0.223     -0.223           
                (0.155)    (0.155)           
Outcome: B                             -0.454
                                      (0.202)
Outcome: C                             -0.293
                                      (0.193)
Treatment: b                            0.000
                                      (0.200)
Treatment: c                           -0.000
                                      (0.200)
---------------------------------------------
Estimator           OLS        OLS    Poisson
---------------------------------------------
N                   150        150          9
R2                0.014      0.014           
Pseudo R2         0.006      0.006      0.104
---------------------------------------------

Printing of StatsBase.RegressionModels (e.g., MixedModels.jl and GLFixedEffectModels.jl) generally works but are less well tested; please file as issue if you encounter problems printing them.

Main `regtable` Function

RegressionTables.regtable — Function

Produces a publication-quality regression table, similar to Stata's esttab and R's stargazer.

Arguments

rr::FixedEffectModel... are the FixedEffectModels from FixedEffectModels.jl that should be printed. Only required argument.
keep is a Vector of regressor names (Strings), integers, ranges or regex that should be shown, in that order. Defaults to an empty vector, in which case all regressors will be shown. The strings should be the relabeld names of the coefficients.
drop is a Vector of regressor names (Strings), integers, ranges or regex that should not be shown. Defaults to an empty vector, in which case no regressors will be dropped. The strings should be the relabeld names of the coefficients.
order is a Vector of regressor names (Strings), integers, ranges or regex that should be shown in that order. Defaults to an empty vector, in which case the order of regressors will be unchanged. Other regressors are still shown (assuming drop is empty). The strings should be the relabeld names of the coefficients.
fixedeffects is a Vector of FE names (Strings), integers, ranges or regex that should be shown, in that order. Defaults to an empty vector, in which case all FE's will be shown.
align is a Symbol from the set [:l,:c,:r] indicating the alignment of results columns (default :r right-aligned). Currently works only with ASCII and LaTeX output.
header_align is a Symbol from the set [:l,:c,:r] indicating the alignment of the header row (default :c centered). Currently works only with ASCII and LaTeX output.
labels is a Dict that contains displayed labels for variables (Strings) and other text in the table. If no label for a variable is found, it default to variable names. See documentation for special values.
estimformat is a String that describes the format of the estimate.
digits is an Int that describes the precision to be shown in the estimate. Defaults to nothing, which means the default (3) is used (default can be changed by setting RegressionTables.default_digits(render::AbstractRenderType, x) = 3).
statisticformat is a String that describes the format of the number below the estimate (se/t).
digits_stats is an Int that describes the precision to be shown in the statistics. Defaults to nothing, which means the default (3) is used (default can be changed by setting RegressionTables.default_digits(render::AbstractRenderType, x) = 3).
below_statistic is a type that describes a statistic that should be shown below each point estimate. Recognized values are nothing, StdError, TStat, and ConfInt. nothing suppresses the line. Defaults to StdError.
regression_statistics is a Vector of types that describe statistics to be shown at the bottom of the table. Built in recognized types are Nobs, R2, PseudoR2, R2CoxSnell, R2Nagelkerke, R2Deviance, AdjR2, AdjPseudoR2, AdjR2Deviance, DOF, LogLikelihood, AIC, AICC, BIC, FStat, FStatPValue, FStatIV, FStatIVPValue, R2Within. Defaults vary based on regression inputs (simple linear model is [Nobs, R2]).
extralines is a Vector or a Vector{<:AbsractVector} that will be added to the end of the table. A single vector will be its own row, a vector of vectors will each be a row. Defaults to nothing.
number_regressions is a Bool that governs whether regressions should be numbered. Defaults to true.
groups is a Vector, Vector{<:AbstractVector} or Matrix of labels used to group regressions. This can be useful if results are shown for different data sets or sample restrictions.
print_fe_section is a Bool that governs whether a section on fixed effects should be shown. Defaults to true.
print_estimator_section is a Bool that governs whether to print a section on which estimator (OLS/IV/Binomial/Poisson...) is used. Defaults to true if more than one value is displayed.
standardize_coef is a Bool that governs whether the table should show standardized coefficients. Note that this only works with TableRegressionModels, and that only coefficient estimates and the below_statistic are being standardized (i.e. the R^2 etc still pertain to the non-standardized regression).
render::AbstractRenderType is a AbstractRenderType type that governs how the table should be rendered. Standard supported types are ASCII (via AsciiTable()) and LaTeX (via LatexTable()). Defaults to AsciiTable().
file is a String that governs whether the table should be saved to a file. Defaults to nothing.
transform_labels is a Dict or one of the Symbols :ampersand, :underscore, :underscore2space, :latex
confint_level is a Float64 that governs the confidence level for the confidence interval. Defaults to 0.95.

Details

A typical use is to pass a number of FixedEffectModels to the function, along with how it should be rendered (with render argument):

regtable(regressionResult1, regressionResult2; render = AsciiTable())

Pass a string to the file argument to create or overwrite a file. For example, using LaTeX output,

regtable(regressionResult1, regressionResult2; render = LatexTable(), file="myoutfile.tex")

See the full argument list for details.

source

RegressionTables.jl

Table of Contents

Installation

A brief demonstration

Main regtable Function

Main `regtable` Function