Created
August 29, 2024 03:02
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Función que genera un output similar al de stargazer, pero en formato tabulado para que puedan exportarlo
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| generate_regression_table <- function(models, se_type = "HC3") { | |
| require(sandwich) | |
| require(lmtest) | |
| # Initialize lists to store results | |
| results_list <- list() | |
| # Loop over each model | |
| for (i in seq_along(models)) { | |
| model <- models[[i]] | |
| # Calculate robust standard errors | |
| robust_se <- sqrt(diag(vcovHC(model, type = se_type))) | |
| # Extract model statistics | |
| coefficients <- coef(model) | |
| std_errors <- robust_se | |
| t_values <- coefficients / std_errors | |
| p_values <- 2 * pt(-abs(t_values), df = df.residual(model)) | |
| # Extract additional model statistics | |
| n_obs <- length(model$residuals) | |
| r_squared <- summary(model)$r.squared | |
| adj_r_squared <- summary(model)$adj.r.squared | |
| residual_std_error <- summary(model)$sigma | |
| f_statistic <- summary(model)$fstatistic[1] | |
| # Create a data frame for the coefficients and standard errors | |
| model_df <- data.frame( | |
| Term = names(coefficients), | |
| Coefficient = paste0(round(coefficients, 4), " (", round(std_errors, 4), ")") | |
| ) | |
| # Add other statistics to the model data frame | |
| model_df <- rbind( | |
| model_df, | |
| data.frame(Term = "N", Coefficient = n_obs), | |
| data.frame(Term = "R^2", Coefficient = round(r_squared, 4)), | |
| data.frame(Term = "Adj. R^2", Coefficient = round(adj_r_squared, 4)), | |
| data.frame(Term = "Residual Std. Error", Coefficient = round(residual_std_error, 4)), | |
| data.frame(Term = "F Statistic", Coefficient = round(f_statistic, 4)) | |
| ) | |
| # Store the model results in the list | |
| results_list[[paste("Model", i)]] <- model_df$Coefficient | |
| } | |
| # Combine all models' results into a single data frame | |
| final_results <- data.frame( | |
| Term = model_df$Term, | |
| do.call(cbind, results_list) | |
| ) | |
| # Return the final results as a data frame | |
| return(final_results) | |
| } |
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