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.

Package details

AuthorLaurent Berge [aut, cre], Sebastian Krantz [ctb], Grant McDermott [ctb] (<https://orcid.org/0000-0001-7883-8573>)
MaintainerLaurent Berge <laurent.berge@u-bordeaux.fr>
LicenseGPL-3
Version0.10.0
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 Sept. 28, 2021, 5:07 p.m.