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.

Package details

AuthorLaurent Berge [aut, cre], Sebastian Krantz [ctb], Grant McDermott [ctb] (<https://orcid.org/0000-0001-7883-8573>), Russell Lenth [ctb]
MaintainerLaurent Berge <laurent.berge@u-bordeaux.fr>
LicenseGPL-3
Version0.12.1
URL https://lrberge.github.io/fixest/ https://github.com/lrberge/fixest
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fixest")

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fixest documentation built on June 22, 2024, 9:12 a.m.