A ggplot2 implementation fixest::iplot()

ggiplot-examples.R

## Examples, borrowing from the intro vignette

library(fixest)
library(ggplot2)

## Source the function
source('https://gist.githubusercontent.com/grantmcdermott/db8501b0281813792bf78393fef98481/raw/ggiplot.R')

## Vanilla TWFE
est_did = feols(y ~ x1 + i(period, treat, 5) | id + period, base_did)
ggiplot(est_did)
ggiplot(est_did, geom_style = 'errorbar', pt.join = TRUE) ## Another option
ggiplot(est_did, geom_style = 'ribbon') ## And another

## Staggered rollout
res_twfe = feols(y ~ x1 + i(time_to_treatment, treated, ref = c(-1, -1000)) | id + year, base_stagg)
res_sa20 = feols(y ~ x1 + sunab(year_treated, year) | id + year, base_stagg)
ggiplot(list('TWFE' = res_twfe, 'Sun & Abraham (2020)' = res_sa20), ref.line = -1)
ggiplot(list('TWFE' = res_twfe, 'Sun & Abraham (2020)' = res_sa20), ref.line = -1, multi_style = 'facet')

## A fancier example showing off some of ggiplot's extra features (grouped facetting, etc.)
base_stagg_grp = base_stagg
base_stagg_grp$grp = ifelse(base_stagg_grp$id %% 2 == 0, 'Evens', 'Odds')
res_twfe_grp = feols(y ~ x1 + i(time_to_treatment, treated, ref = c(-1, -1000)) | id + year, base_stagg_grp, split = ~ grp)
res_sa20_grp = feols(y ~ x1 + sunab(year_treated, year) | id + year, base_stagg_grp, split = ~ grp)
ggiplot(list('TWFE' = res_twfe_grp, 'Sun & Abraham (2020)' = res_sa20_grp), 
	ref.line = -1,
	main = 'Super duper plot',
	xlab = 'Time to treatment',
	multi_style = 'facet',
	geom_style = 'ribbon',
	theme = theme_minimal() + 
		theme(text = element_text(family = 'HersheySans'), 
			plot.title = element_text(hjust = 0.5),
			legend.position = 'none'))

ggiplot.R

## Note: requires that both fixest and ggplot2 are installed and loaded
# library(fixest)
# library(ggplot2

ggiplot =
	function(models, 
		geom_style = c('pointrange', 'errorbar', 'ribbon'), 
		multi_style = c('dodge', 'facet'),
		dict = getFixest_dict(),
		pt.col = NULL,
		pt.join = FALSE,
		facet_args = NULL,
		zero = TRUE,
		zero.par = list(col = 'black', lty = 1, lwd = 0.3),
		ref.line = 'auto', 
		ref.line.par = list(col = 'black', lty = 2, lwd = 0.3),
		ci_level = 0.95,
		xlab = NULL,
		ylab = NULL,
		main = NULL,
		theme = NULL) {
		
		geom_style = match.arg(geom_style)
		multi_style = match.arg(multi_style)
		
		iplot_data = function(model) {
			p = iplot(model, only.params = TRUE, ci_level = ci_level, dict = dict)
			d = p$prms
			if (class(model)=='fixest_multi') {
				d$x = rep(p$labels, each = length(model))
				d$id = factor(d$id, labels = names(model))
				d$dep_var = unique(as.character(lapply(model, function(m) paste(m$call$fml[[2]]))))
			} else {
				if (class(p$labels)=='integer') p$labels = as.numeric(p$labels) ## catch
				if (!identical(d$x, p$labels)) d$x = factor(d$x, labels = p$labels)
				d$dep_var = paste(model$call$fml[[2]])
			}
			return(d)
		}
		
		if (class(models) %in% c('fixest', 'fixest_multi')) {
			data = iplot_data(models)
			data$group = data$id
			if (class(models)=='fixest_multi') {
				fct_vars = ~ id
			} else {
				multi_style = 'none'
			}
		}
		
		if (class(models)=='list') {
			data = lapply(models, iplot_data)
			nms = names(models)
			if (is.null(nms)) {
				if ('fixest' %in% unlist(lapply(models, class))) {
					nms = paste('Model', seq_along(models))
				} else {
					nms = paste('Group', seq_along(models))
				}
			}
				
			nms = as.character(mapply(rep, nms, sapply(data, nrow)))
			data = do.call('rbind', data)
			data$group = nms
			rownames(data) = NULL
			if (length(unique(data$id))==1) {
				fct_vars = ~ group
			} else {
				fct_vars = ~ id + group
			}
			if (is.null(facet_args$ncol)) facet_args$ncol = length(unique(data$group))
		}
		
		if (is.null(xlab)) xlab = sub('::.*', '', data$estimate_names_raw[1])
		if (!is.null(ref.line)) {
			if (ref.line=='auto')	ref.line = data$x[which(data$is_ref)[1]]
		}
		if (is.null(ylab)) ylab = paste0('Estimate and ', ci_level*100, '% Conf. Int.')
		if (is.null(main)) main = paste0('Effect on ', unique(data$dep_var))
		
		if (multi_style=='facet') {
			facet_defaults = formals(facet_wrap)
			facet_defaults$facets = fct_vars 
			if (!is.null(facet_args)) {
				facet_rep_ind = match(names(facet_args), names(facet_defaults))
				facet_defaults = replace(facet_defaults, facet_rep_ind, facet_args)
			}
			facet_args = facet_defaults
		}
		
		
		if (multi_style=='none') {
			if (is.null(pt.col)) {
				gg = ggplot(data, aes(x, estimate, ymin=ci_low, ymax=ci_high))
			} else {
				gg = ggplot(data, aes(x, estimate, ymin=ci_low, ymax=ci_high,
						col=pt.col, fill=pt.col))
			}
		} else {
			gg = ggplot(data, aes(x, estimate, ymin=ci_low, ymax=ci_high,
					fill=group, col=group, shape = group))
		}
		
		gg =
			gg + 
			geom_vline(xintercept=ref.line, col=ref.line.par$col, lwd=ref.line.par$lwd, lty=ref.line.par$lty) + 
			{
				if (zero) {
					geom_hline(yintercept=0, col=zero.par$col, lwd=zero.par$lwd, lty=zero.par$lty)
				}
			} +
			{
				if (geom_style %in% c('pointrange', 'errorbar') & multi_style %in% c('none', 'facet')) {
					if (geom_style=='pointrange') {
						geom_pointrange()
					} else {
						list(geom_point(size = 2.5),
						geom_errorbar(width = 0.1))
					}
				}
			} +
			{
				if (geom_style %in% c('pointrange', 'errorbar') & multi_style=='dodge') {
					if (geom_style=='pointrange') {
						geom_pointrange(position = position_dodge2(width = 0.5, padding = 0.5))
					} else {
						list(geom_point(size = 2.5, position = position_dodge2(width = 0.5, padding = 0.5)),
						geom_errorbar(width = 0.2, position = position_dodge(width = 0.5)))
					}
				}
			} +
			{
				if (geom_style=='ribbon') {
					list(geom_ribbon(alpha = 0.5, col = NA), geom_point())
				}
			} +
			{
				if (geom_style=='ribbon' || (pt.join && multi_style!='dodge')) {
					geom_line()
				}
			} +
			{
				if (geom_style=='ribbon' || (pt.join && multi_style=='dodge')) {
					geom_line(position = position_dodge2(width = 0.5, padding = 0.5))
				}
			} +
			scale_color_brewer(palette = 'Set2', aesthetics = c('colour', 'fill')) +
			{
				if (!is.null(pt.col)) {
					if (multi_style=='none') {
						list(scale_colour_manual(values = pt.col, aesthetics = c('colour', 'fill')),
						guides(col = 'none', fill = 'none'))
					} else {
						scale_colour_manual(values = pt.col, aesthetics = c('colour', 'fill'))
					}
				}
			} +
			labs(x = xlab, y = ylab, title = main) +
			{
				if (multi_style=='facet') facet_wrap(facets = facet_args$facets, 
								nrow = facet_args$nrow,
								ncol = facet_args$ncol,
								scales = facet_args$scales,
								shrink = facet_args$shrink,
								labeller = facet_args$labeller,
								as.table = facet_args$as.table,
								switch = facet_args$switch,
								drop = facet_args$drop,
								dir = facet_args$dir,
								strip.position = facet_args$strip.position)
			}
		
		if (!is.null(theme)) {
			gg = 
				gg +
				theme
			
		} else {
			gg = 
				gg +
				theme_linedraw() +
				theme(#panel.grid.minor = element_blank(),
				plot.title = element_text(hjust = 0.5),
				legend.position = 'bottom', legend.title = element_blank())
		}
		
		return(gg)
	}

Just stumbled upon this page. This is great! Do you know if anyone has created a ggplot2 version of fixest::coefplot()?

Glad you like it. Fwiw I've now bundled it into an actual package. http://grantmcdermott.com/ggiplot/

I haven't added coefplot functionality yet, though. In part because I haven't had time. And in other part because I think modelsummary::modelplot has this pretty well covered already. Check it out: https://vincentarelbundock.github.io/modelsummary/articles/modelplot.html