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) <>. 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] (<>)
MaintainerLaurent Berge <>
Package repositoryView on CRAN
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fixest documentation built on Sept. 28, 2021, 5:07 p.m.