Fixest multi

NAMESPACE

@@ -114,6 +114,7 @@ S3method(find_formula,feglm)
 S3method(find_formula,feis)
 S3method(find_formula,felm)
 S3method(find_formula,fixest)
+S3method(find_formula,fixest_multi)
 S3method(find_formula,gam)
 S3method(find_formula,gamlss)
 S3method(find_formula,gamm)
@@ -181,6 +182,8 @@ S3method(find_formula,wbm)
 S3method(find_formula,zcpglm)
 S3method(find_formula,zeroinfl)
 S3method(find_formula,zerotrunc)
+S3method(find_offset,default)
+S3method(find_offset,fixest_multi)
 S3method(find_parameters,BBmm)
 S3method(find_parameters,BBreg)
 S3method(find_parameters,BFBayesFactor)
@@ -223,6 +226,7 @@ S3method(find_parameters,default)
 S3method(find_parameters,deltaMethod)
 S3method(find_parameters,emmGrid)
 S3method(find_parameters,emm_list)
+S3method(find_parameters,fixest_multi)
 S3method(find_parameters,flexsurvreg)
 S3method(find_parameters,gam)
 S3method(find_parameters,gamlss)
@@ -310,23 +314,30 @@ S3method(find_predictors,afex_aov)
 S3method(find_predictors,bfsl)
 S3method(find_predictors,default)
 S3method(find_predictors,fixest)
+S3method(find_predictors,fixest_multi)
 S3method(find_predictors,logitr)
 S3method(find_predictors,selection)
 S3method(find_random,afex_aov)
 S3method(find_random,default)
 S3method(find_response,bfsl)
 S3method(find_response,default)
+S3method(find_response,fixest_multi)
 S3method(find_response,joint)
 S3method(find_response,logitr)
 S3method(find_response,mediate)
 S3method(find_response,mjoint)
 S3method(find_response,model_fit)
 S3method(find_response,selection)
+S3method(find_statistic,default)
+S3method(find_statistic,fixest_multi)
 S3method(find_terms,afex_aov)
 S3method(find_terms,aovlist)
 S3method(find_terms,bfsl)
 S3method(find_terms,default)
+S3method(find_terms,fixest_multi)
 S3method(find_terms,mipo)
+S3method(find_variables,default)
+S3method(find_variables,fixest_multi)
 S3method(find_weights,brmsfit)
 S3method(find_weights,default)
 S3method(find_weights,gls)
@@ -493,6 +504,7 @@ S3method(get_df,default)
 S3method(get_df,emmGrid)
 S3method(get_df,emm_list)
 S3method(get_df,fixest)
+S3method(get_df,fixest_multi)
 S3method(get_df,lme)
 S3method(get_df,lmerMod)
 S3method(get_df,lmerModTest)
@@ -602,6 +614,7 @@ S3method(get_parameters,deltaMethod)
 S3method(get_parameters,emmGrid)
 S3method(get_parameters,emm_list)
 S3method(get_parameters,epi.2by2)
+S3method(get_parameters,fixest_multi)
 S3method(get_parameters,flexsurvreg)
 S3method(get_parameters,gam)
 S3method(get_parameters,gamlss)
@@ -704,6 +717,7 @@ S3method(get_predicted,default)
 S3method(get_predicted,fa)
 S3method(get_predicted,faMain)
 S3method(get_predicted,fixest)
+S3method(get_predicted,fixest_multi)
 S3method(get_predicted,gam)
 S3method(get_predicted,gamlss)
 S3method(get_predicted,gamm)
@@ -802,6 +816,7 @@ S3method(get_statistic,epi.2by2)
 S3method(get_statistic,ergm)
 S3method(get_statistic,feis)
 S3method(get_statistic,fixest)
+S3method(get_statistic,fixest_multi)
 S3method(get_statistic,flac)
 S3method(get_statistic,flexsurvreg)
 S3method(get_statistic,flic)
@@ -927,6 +942,7 @@ S3method(get_varcov,crr)
 S3method(get_varcov,default)
 S3method(get_varcov,feis)
 S3method(get_varcov,fixest)
+S3method(get_varcov,fixest_multi)
 S3method(get_varcov,flac)
 S3method(get_varcov,flexsurvreg)
 S3method(get_varcov,flic)
@@ -1049,6 +1065,7 @@ S3method(link_function,feglm)
 S3method(link_function,feis)
 S3method(link_function,felm)
 S3method(link_function,fixest)
+S3method(link_function,fixest_multi)
 S3method(link_function,flac)
 S3method(link_function,flexsurvreg)
 S3method(link_function,flic)
@@ -1168,6 +1185,7 @@ S3method(link_inverse,feglm)
 S3method(link_inverse,feis)
 S3method(link_inverse,felm)
 S3method(link_inverse,fixest)
+S3method(link_inverse,fixest_multi)
 S3method(link_inverse,flac)
 S3method(link_inverse,flexsurvreg)
 S3method(link_inverse,flic)
@@ -1301,6 +1319,7 @@ S3method(model_info,feglm)
 S3method(model_info,feis)
 S3method(model_info,felm)
 S3method(model_info,fixest)
+S3method(model_info,fixest_multi)
 S3method(model_info,flac)
 S3method(model_info,flexsurvreg)
 S3method(model_info,flic)
@@ -1441,6 +1460,7 @@ S3method(n_obs,feglm)
 S3method(n_obs,feis)
 S3method(n_obs,felm)
 S3method(n_obs,fixest)
+S3method(n_obs,fixest_multi)
 S3method(n_obs,flexsurvreg)
 S3method(n_obs,gam)
 S3method(n_obs,gamm)

R/find_formula.R

@@ -876,6 +876,11 @@ find_formula.fixest <- function(x, verbose = TRUE, ...) {
   .find_formula_return(f, verbose = verbose)
 }
 
+#' @export
+find_formula.fixest_multi <- function(x, verbose = TRUE, ...) {
+  lapply(x, find_formula.fixest, verbose, ...)
+}
+
 
 
 #' @export

R/find_offset.R

@@ -27,6 +27,11 @@
 #' }
 #' @export
 find_offset <- function(x) {
+  UseMethod("find_offset")
+}
+
+#' @export
+find_offset.default <- function(x) {
   terms <- .safe(
     as.character(attributes(stats::terms(find_formula(x)[[1]]))$variables),
     find_terms(x)
@@ -62,3 +67,8 @@ find_offset <- function(x) {
     return(NULL)
   }
 }
+
+#' @export
+find_offset.fixest_multi <- function(x) {
+  lapply(x, find_offset.default)
+}

R/find_parameters.R

@@ -832,6 +832,16 @@ find_parameters.nls <- function(x,
   }
 }
 
+#' @export
+find_parameters.fixest_multi <- function(x,
+                                         component = c("all", "conditional", "nonlinear"),
+                                         flatten = FALSE,
+                                         ...) {
+  lapply(x, find_parameters.default, component = component, flatten = flatten, ...)
+}
+
+
+
 # helper ----------------------------
 
 .filter_parameters <- function(l, effects, component = "all", flatten, recursive = TRUE) {

R/find_predictors.R

@@ -195,6 +195,12 @@ find_predictors.fixest <- function(x, flatten = FALSE, ...) {
 }
 
 
+#' @export
+find_predictors.fixest_multi <- function(x, flatten = FALSE, ...) {
+  lapply(x, find_predictors.fixest, flatten, ...)
+}
+
+
 #' @export
 find_predictors.bfsl <- function(x, flatten = FALSE, verbose = TRUE, ...) {
   l <- list(conditional = "x")

R/find_response.R

@@ -153,6 +153,15 @@ find_response.joint <- function(x,
 }
 
 
+#' @export
+find_response.fixest_multi <- function(x,
+                                       combine = TRUE,
+                                       component = c("conditional", "survival", "all"),
+                                       ...) {
+  lapply(x, find_response.default, combine, component, ...)
+}
+
+
 
 
 # utils ---------------------

R/find_statistic.R

@@ -19,6 +19,11 @@
 #' find_statistic(m)
 #' @export
 find_statistic <- function(x, ...) {
+  UseMethod("find_statistic")
+}
+
+#' @export
+find_statistic.default <- function(x, ...) {
   # model object check --------------------------------------------------------
 
   # check if the object is a model object; if not, quit early
@@ -339,7 +344,10 @@ find_statistic <- function(x, ...) {
   }
 }
 
-
+#' @export
+find_statistic.fixest_multi <- function(x, ...) {
+  lapply(x, find_statistic.default, ...)
+}
 
 
 

R/find_terms.R

@@ -150,6 +150,11 @@ find_terms.bfsl <- function(x, flatten = FALSE, verbose = TRUE, ...) {
   }
 }
 
+#' @export
+find_terms.fixest_multi <- function(x, flatten = FALSE, verbose = TRUE, ...) {
+  lapply(x, find_terms.default, flatten, verbose)
+}
+
 
 # unsupported ------------------
 

R/find_variables.R

@@ -59,6 +59,15 @@ find_variables <- function(x,
                            component = "all",
                            flatten = FALSE,
                            verbose = TRUE) {
+  UseMethod("find_variables")
+}
+
+#' @export
+find_variables.default <- function(x,
+                           effects = "all",
+                           component = "all",
+                           flatten = FALSE,
+                           verbose = TRUE) {
   effects <- match.arg(effects, choices = c("all", "fixed", "random"))
   component <- match.arg(component, choices = c("all", "conditional", "zi", "zero_inflated", "dispersion", "instruments", "smooth_terms"))
 
@@ -84,3 +93,12 @@ find_variables <- function(x,
     c(list(response = resp), pr)
   }
 }
+
+#' @export
+find_variables.fixest_multi <- function(x,
+                                   effects = "all",
+                                   component = "all",
+                                   flatten = FALSE,
+                                   verbose = TRUE) {
+  lapply(x, find_variables.default, effects, component, flatten, verbose)
+}

R/get_df.R

@@ -260,6 +260,11 @@ get_df.fixest <- function(x, type = "residual", ...) {
   fixest::degrees_freedom(x, type = type)
 }
 
+#' @export
+get_df.fixest_multi <- function(x, type = "residual", ...) {
+  lapply(x, get_df.fixest, type, ...)
+}
+
 
 
 # Mixed models - special treatment --------------

R/get_df_residual.R

@@ -89,6 +89,11 @@
   fixest::degrees_freedom(x, type = "resid")
 }
 
+#' @keywords internal
+.degrees_of_freedom_residual.fixest_multi <- function(x, verbose = TRUE, ...) {
+  lapply(x, .degrees_of_freedom_residual.fixest, verbose, ...)
+}
+
 #' @keywords internal
 .degrees_of_freedom_residual.summary.lm <- function(x, verbose = TRUE, ...) {
   x$fstatistic[3]

R/get_parameters.R

@@ -795,7 +795,22 @@ get_parameters.pgmm <- function(x, component = c("conditional", "all"), ...) {
   text_remove_backticks(params)
 }
 
+#' @export
+get_parameters.fixest_multi <- function(x, component = c("conditional", "all"), ...) {
+  out <- lapply(x, get_parameters.default, component, ...)
+  resp <- find_response(x)
+  for (i in seq_along(out)) {
+    out[[i]]$Response <- resp[[i]]
+  }
 
+  # bind lists together to one data frame, save attributes
+  att <- attributes(out[[1]])
+  params <- do.call(rbind, out)
+  row.names(params) <- NULL
+
+  attributes(params) <- utils::modifyList(att, attributes(params))
+  params
+}
 
 
 # utility functions ---------------------------------

R/get_predicted_fixedeffects.R

@@ -36,3 +36,25 @@ get_predicted.fixest <- function(x, predict = "expectation", data = NULL, ...) {
 
   .get_predicted_out(predictions, args = args, ci_data = NULL)
 }
+
+#' @export
+get_predicted.fixest_multi <- function(x, predict = "expectation", data = NULL, ...) {
+  out <- lapply(x, function(y) {
+    as.data.frame(
+      get_predicted.fixest(y, predict, data, ...)
+    )
+  })
+
+  resp <- find_response(x)
+  for (i in seq_along(out)) {
+    out[[i]]$Response <- resp[[i]]
+  }
+
+  # bind lists together to one data frame, save attributes
+  att <- attributes(out[[1]])
+  params <- do.call(rbind, out)
+  row.names(params) <- NULL
+
+  attributes(params) <- utils::modifyList(att, attributes(params))
+  params
+}

R/get_statistic.R

@@ -2110,6 +2110,11 @@ get_statistic.fixest <- function(x, ...) {
   out
 }
 
+#' @export
+get_statistic.fixest_multi <- function(x, ...) {
+  lapply(x, get_statistic.fixest, ...)
+}
+
 
 
 #' @export

R/get_varcov.R

@@ -136,6 +136,28 @@ get_varcov.fixest <- function(x,
   do.call("FUN", args)
 }
 
+#' @export
+get_varcov.fixest_multi <- function(x,
+                                    vcov = NULL,
+                                    vcov_args = NULL,
+                                    ...) {
+  out <- lapply(x, get_varcov.fixest, vcov, vcov_args, ...)
+  resp <- find_response(x)
+  for (i in seq_along(out)) {
+    rownames(out[[i]]) <- paste0(resp[[i]], ":", rownames(out[[i]]))
+    colnames(out[[i]]) <- paste0(resp[[i]], ":", colnames(out[[i]]))
+  }
+  print(out)
+
+  # bind lists together to one data frame, save attributes
+  att <- attributes(out[[1]])
+  params <- do.call(rbind, out)
+  row.names(params) <- NULL
+
+  attributes(params) <- utils::modifyList(att, attributes(params))
+  params
+}
+
 
 
 # mlm ---------------------------------------------

R/is_model.R

@@ -81,7 +81,7 @@ is_regression_model <- function(x) {
 
     # f --------------------
     "feglm", "feis", "felm", "fitdistr", "fixest", "flexmix",
-    "flexsurvreg", "flac", "flic",
+    "flexsurvreg", "flac", "flic", "fixest_multi",
 
     # g --------------------
     "gam", "Gam", "GAMBoost", "gamlr", "gamlss", "gamm", "gamm4",