fixest: Fast Fixed-Effects Estimations (original) (raw)
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: | 0.12.1 |
|---|---|
| Depends: | R (≥ 3.5.0) |
| Imports: | stats, graphics, grDevices, tools, utils, methods, numDeriv, nlme, sandwich, Rcpp (≥ 1.0.5), dreamerr (≥ 1.4.0), stringmagic (≥ 1.1.2) |
| LinkingTo: | Rcpp |
| Suggests: | knitr, rmarkdown, data.table, plm, MASS, pander, ggplot2, lfe, tinytex, pdftools, emmeans, estimability, AER |
| Published: | 2024-06-13 |
| DOI: | 10.32614/CRAN.package.fixest |
| 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:
Downloads:
Reverse dependencies:
| Reverse depends: | did2s, didimputation, ggfixest |
|---|---|
| Reverse imports: | conleyreg, DIDmultiplegt, effClust, etwfe, fect, fwlplot, inters, ivDiag, panelsummary, penppml, speccurvieR, tradepolicy, TwoWayFEWeights |
| Reverse suggests: | broom, broom.helpers, clarify, collapse, DiDforBigData, fplot, getspanel, ggeffects, insight, marginaleffects, modelsummary, multcomp, parameters, performance, plm, RoBMA, sensemakr, summclust |
| Reverse enhances: | texreg |
Linking:
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