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: 0.11.2
Depends: R (≥ 3.5.0)
Imports: stats, graphics, grDevices, tools, utils, methods, numDeriv, nlme, sandwich, Rcpp (≥ 1.0.5), dreamerr (≥ 1.2.3)
LinkingTo: Rcpp
Suggests: knitr, rmarkdown, data.table, plm, MASS, pander, ggplot2, lfe, tinytex, pdftools
Published: 2023-11-24
Author: Laurent Berge [aut, cre], Sebastian Krantz [ctb], Grant McDermott ORCID iD [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_0.11.2.tar.gz
Windows binaries: r-devel: fixest_0.11.2.zip, r-release: fixest_0.11.2.zip, r-oldrel: fixest_0.11.2.zip
macOS binaries: r-release (arm64): fixest_0.11.2.tgz, r-oldrel (arm64): fixest_0.11.2.tgz, r-release (x86_64): fixest_0.11.2.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:

Please use the canonical form https://CRAN.R-project.org/package=fixest to link to this page.