fixest-package: Fast and User-Friendly Fixed-Effects Estimations
In fixest: Fast Fixed-Effects Estimations
fixest-package R Documentation
Fast and User-Friendly Fixed-Effects Estimations
Description
The package fixest provides a family of functions to perform estimations
with multiple fixed-effects. Standard-errors can be easily and intuitively clustered.
It also includes tools to seamlessly export the results of various estimations.
To get started, look at the introduction.
Details
The main features are:
Estimation. The core functions are: feols, feglm and femlm to
estimate, respectively, linear models, generalized linear models and maximum likelihood
models with multiple fixed-effects. The function feNmlm allows the inclusion of
non-linear in parameters right hand sides. Finally fepois
and fenegbin are shorthands to estimate Poisson and Negative
Binomial models.
Multiple estimations: You can perform multiple estimations at once with
the stepwise functions. It's then very easy to manipulate multiple results
with the associated methods. See an introduction in the dedicated vignette:
Multiple estimations
Easy and flexible clustering of standard-errors. By using the arguments vcov
and ssc (see summary.fixest). To have a sense of how the standard errors are computed,
see the vignette On standard-errors.
Visualization and exportation of results. You can visualize the results of
multiple estimations in R, or export them in Latex using the function etable.
This vignette details how to customize the Latex tables: Exporting estimation tables.
Plot multiple results. You can plot the coefficients and confidence intervals of
estimations easily with the function coefplot. This function also offers a specific
layout for interactions.
Author(s)
Maintainer: Laurent Berge laurent.berge@u-bordeaux.fr
Other contributors:
Sebastian Krantz [contributor]
Grant McDermott grantmcd@uoregon.edu (ORCID) [contributor]
Russell Lenth russell-lenth@uiowa.edu [contributor]
References
Berge, Laurent, 2018, "Efficient estimation of maximum likelihood models
with multiple fixed-effects: the R package FENmlm." CREA Discussion Papers,
13 ().
See Also
Useful links:
fixest documentation built on June 22, 2024, 9:12 a.m.
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| fixest-package | R Documentation |
Fast and User-Friendly Fixed-Effects Estimations
Description
The package fixest provides a family of functions to perform estimations with multiple fixed-effects. Standard-errors can be easily and intuitively clustered. It also includes tools to seamlessly export the results of various estimations.
To get started, look at the introduction.
Details
The main features are:
Estimation. The core functions are:
feols,feglmandfemlmto estimate, respectively, linear models, generalized linear models and maximum likelihood models with multiple fixed-effects. The functionfeNmlmallows the inclusion of non-linear in parameters right hand sides. Finallyfepoisandfenegbinare shorthands to estimate Poisson and Negative Binomial models.Multiple estimations: You can perform multiple estimations at once with the
stepwisefunctions. It's then very easy to manipulate multiple results with the associated methods. See an introduction in the dedicated vignette: Multiple estimationsEasy and flexible clustering of standard-errors. By using the arguments
vcovandssc(seesummary.fixest). To have a sense of how the standard errors are computed, see the vignette On standard-errors.Visualization and exportation of results. You can visualize the results of multiple estimations in R, or export them in Latex using the function
etable. This vignette details how to customize the Latex tables: Exporting estimation tables.Plot multiple results. You can plot the coefficients and confidence intervals of estimations easily with the function
coefplot. This function also offers a specific layout for interactions.
Author(s)
Maintainer: Laurent Berge laurent.berge@u-bordeaux.fr
Other contributors:
Sebastian Krantz [contributor]
Grant McDermott grantmcd@uoregon.edu (ORCID) [contributor]
Russell Lenth russell-lenth@uiowa.edu [contributor]
References
Berge, Laurent, 2018, "Efficient estimation of maximum likelihood models with multiple fixed-effects: the R package FENmlm." CREA Discussion Papers, 13 ().
See Also
Useful links:
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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