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://wwwen.uni.lu/content/download/110162/1299525/file/2018_13>. Further provides tools to export and view the results of several estimations with intuitive design to cluster the standard-errors.

Version: 0.9.0
Depends: R (≥ 3.5.0)
Imports: stats, graphics, grDevices, utils, methods, numDeriv, nlme, sandwich, Rcpp, dreamerr (≥ 1.2.3)
LinkingTo: Rcpp
Suggests: knitr, rmarkdown, data.table, plm, MASS, pander, ggplot2
Published: 2021-06-19
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
SystemRequirements: C++11
Citation: fixest citation info
Materials: README NEWS
In views: Econometrics
CRAN checks: fixest results

Downloads:

Reference manual: fixest.pdf
Vignettes: Exporting estimation tables
fixest introduction
Multiple estimations
On standard-errors
Package source: fixest_0.9.0.tar.gz
Windows binaries: r-devel: fixest_0.9.0.zip, r-devel-UCRT: fixest_0.9.0.zip, r-release: fixest_0.9.0.zip, r-oldrel: fixest_0.9.0.zip
macOS binaries: r-release (arm64): fixest_0.9.0.tgz, r-release (x86_64): fixest_0.9.0.tgz, r-oldrel: fixest_0.9.0.tgz
Old sources: fixest archive

Reverse dependencies:

Reverse depends: didimputation
Reverse imports: conleyreg, DIDmultiplegt, TwoWayFEWeights
Reverse suggests: broom, collapse, fplot, fwildclusterboot, insight, modelsummary, performance

Linking:

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