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fixest: Fast Fixed-Effects Estimations
Fast and user-friendly estimation of econometric models with multiple fixed-effects. Includes ordinary least squares (OLS), instrumental variables (IV), generalized linear models (GLM), maximum likelihood estimation (ML), 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 Bergé, Butts, McDermott (2026) <doi:10.48550/arXiv.2601.21749>. Further provides tools to export and view the results of several estimations with intuitive design to change the standard-errors.
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Package details |
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| Author | Laurent Berge [aut, cre], Sebastian Krantz [ctb], Grant McDermott [ctb] (ORCID: <https://orcid.org/0000-0001-7883-8573>), Russell Lenth [ctb], Kyle Butts [ctb] |
| Maintainer | Laurent Berge <laurent.berge@u-bordeaux.fr> |
| License | GPL-3 |
| Version | 0.14.0 |
| URL | https://lrberge.github.io/fixest/ https://github.com/lrberge/fixest |
| Package repository | View on CRAN |
| Installation |
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