如何使用 stargazer 从 plm FE 回归中获得 R2 和整体 R2？

Question

免责声明：这个问题与我两天前问的极其相关 - 但现在它涉及 stargazer() 输出中的 between R2 和整体 R2 的实现，而不是 summary() 和以前一样。

有没有办法让 plm() 为我计算 R2 和整体 R2 并将它们包含在 stargazer() 输出中？

要阐明我在 R2 之间、整体和内部的意思，请参阅 StackExchange 上的此答案。

我的理解是plm只在R2内计算。我是运行模型中的双向效应。

library(plm)
library(stargazer)

# Create some random data
set.seed(1) 
x=rnorm(100); fe=rep(rnorm(10),each=10); id=rep(1:10,each=10); ti=rep(1:10,10); e=rnorm(100)
y=x+fe+e

data=data.frame(y,x,id,ti)

# Get plm within R2
reg=plm(y~x,model="within",index=c("id","ti"), effect = "twoways", data=data) 
stargazer(reg)

我现在还想在 stargazer() 输出中包含 between 和 overall R2。我该怎么做？

为了明确我对 between R2 和整体 R2 的意思：

# Pooled Version (overall R2)
reg1=lm(y~x)
summary(reg1)$r.squared

# Between R2
y.means=tapply(y,id,mean)[id]
x.means=tapply(x,id,mean)[id]

reg2=lm(y.means~x.means)
summary(reg2)$r.squared

Answer 1

要在 stargazer 中执行此操作，您可以使用 add.lines() 参数。但是，这会将这些行添加到摘要统计部分的开头，并且在不弄乱源代码的情况下无法更改它，这太糟糕了。我更喜欢 huxtable，它提供了 table 构建的语法，并且更具可扩展性和可定制性。

library(tidyverse)
library(plm)
library(huxtable)

# Create some random data
set.seed(1) 
x=rnorm(100); fe=rep(rnorm(10),each=10); id=rep(1:10,each=10); ti=rep(1:10,10); e=rnorm(100)
y=x+fe+e

data=data.frame(y,x,id,ti)

# Get plm within R2
reg=plm(y~x,model="within",index=c("id","ti"), effect = "twoways", data=data) 
stargazer(reg, type = "text", 
          add.lines = list(c("Overall R2", round(r.squared(reg, model = "pooled"), 3)),
                           c("Between R2", round(r.squared(update(reg, effect = "individual", model = "between")), 3))))
#> 
#> ========================================
#>                  Dependent variable:    
#>              ---------------------------
#>                           y             
#> ----------------------------------------
#> x                     1.128***          
#>                        (0.113)          
#>                                         
#> ----------------------------------------
#> Overall R2              0.337           
#> Between R2              0.174           
#> Observations             100            
#> R2                      0.554           
#> Adjusted R2             0.448           
#> F Statistic    99.483*** (df = 1; 80)   
#> ========================================
#> Note:        *p<0.1; **p<0.05; ***p<0.01


# I prefer huxreg, which is much more customizable!

# Create a data frame of the R2 values
r2s <- tibble(
  name = c("Overall R2", "Between R2"), 
  value = c(r.squared(reg, model = "pooled"), 
            r.squared(update(reg, effect = "individual", model = "between")))) 

tab <- huxreg(reg) %>% 
  # Add new R2 values
  add_rows(hux(r2s), after = 4)

# Rename R2 
tab[7, 1] <- "Within R2"

tab %>% huxtable::print_screen()
#> ─────────────────────────────────────────────────
#>                                    (1)           
#>                         ─────────────────────────
#>   x                                   1.128 ***  
#>                                      (0.113)     
#>                         ─────────────────────────
#>   N                                 100          
#>   Overall R2                          0.337      
#>   Between R2                          0.174      
#>   Within R2                           0.554      
#> ─────────────────────────────────────────────────
#>   *** p < 0.001; ** p < 0.01; * p < 0.05.        
#> 
#> Column names: names, model1

^{由 reprex package (v0.3.0)}

于 2020-04-08 创建

如何使用 stargazer 从 plm FE 回归中获得 R2 和整体 R2？

How to get between and overall R2 from plm FE regression with stargazer?

regression

r

panel

stargazer

plm