fixest: Fast Fixed-Effects Estimations
Fast and user-friendly estimation of econometric models with multiple fixed-effects. Includes ordinary least squares (OLS), generalized linear models (GLM) and the negative binomial. The core of the package is based on optimized parallel C++ code, scaling especially well for large data sets. The method to obtain the fixed-effects coefficients is based on Berge (2018) <https://github.com/lrberge/fixest/blob/master/_DOCS/FENmlm_paper.pdf>. Further provides tools to export and view the results of several estimations with intuitive design to cluster the standard-errors.
| Version: | 0.12.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats, graphics, grDevices, tools, utils, methods, numDeriv, nlme, sandwich, Rcpp (≥ 1.0.5), dreamerr (≥ 1.4.0), stringmagic |
| LinkingTo: | Rcpp |
| Suggests: | knitr, rmarkdown, data.table, plm, MASS, pander, ggplot2, lfe, tinytex, pdftools, emmeans, estimability, AER |
| Published: | 2024-04-17 |
| Author: | Laurent Berge [aut, cre],
Sebastian Krantz [ctb],
Grant McDermott 
[ctb],
Russell Lenth [ctb] |
| Maintainer: | Laurent Berge <laurent.berge at u-bordeaux.fr> |
| BugReports: | https://github.com/lrberge/fixest/issues |
| License: | GPL-3 |
| URL: | https://lrberge.github.io/fixest/, https://github.com/lrberge/fixest |
| NeedsCompilation: | yes |
| Citation: | fixest citation info |
| Materials: | README NEWS |
| In views: | CausalInference, Econometrics |
| CRAN checks: | fixest results |
Documentation:
| Reference manual: | fixest.pdf |
| Vignettes: |
Exporting estimation tables fixest introduction Multiple estimations On standard-errors |
Downloads:
| Package source: | fixest_0.12.0.tar.gz |
| Windows binaries: | r-devel: fixest_0.12.0.zip, r-release: fixest_0.12.0.zip, r-oldrel: fixest_0.12.0.zip |
| macOS binaries: | r-release (arm64): fixest_0.12.0.tgz, r-oldrel (arm64): fixest_0.12.0.tgz, r-release (x86_64): fixest_0.12.0.tgz, r-oldrel (x86_64): fixest_0.12.0.tgz |
| Old sources: | fixest archive |
Reverse dependencies:
| Reverse depends: | did2s, didimputation, ggfixest |
| Reverse imports: | conleyreg, DIDmultiplegt, effClust, etwfe, fect, fwlplot, inters, ivDiag, panelsummary, penppml, speccurvieR, tradepolicy, TwoWayFEWeights, wildrwolf |
| Reverse suggests: | broom, broom.helpers, clarify, collapse, DiDforBigData, fplot, fwildclusterboot, getspanel, ggeffects, insight, marginaleffects, modelsummary, multcomp, parameters, performance, plm, RoBMA, summclust |
| Reverse enhances: | texreg |
Linking:
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