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.
Version:
0.13.2
Depends:
R (≥ 3.5.0)
Imports:
stats, graphics, grDevices, tools, utils, methods,
numDeriv,
nlme,
sandwich,
Rcpp (≥ 1.0.5),
dreamerr (≥ 1.4.0),
stringmagic (≥ 1.2.0)
Suggests:
knitr,
rmarkdown,
data.table,
plm,
MASS,
pander,
ggplot2,
lfe,
tinytex,
pdftools,
emmeans,
estimability,
AER,
Matrix
Published:
2025年09月08日
Author:
Laurent Berge [aut, cre],
Sebastian Krantz [ctb],
Grant McDermott
ORCID iD
[ctb],
Russell Lenth [ctb],
Kyle Butts [ctb]
Maintainer:
Laurent Berge <laurent.berge at u-bordeaux.fr>
NeedsCompilation:
yes
Documentation:
Downloads:
Reverse dependencies:
Reverse imports:
conleyreg,
DIDmultiplegt,
effClust,
etwfe,
fect,
fixes,
fwlplot,
inters,
ivDiag,
panelsummary,
partialling.out,
penppml,
speccurvieR,
tradepolicy,
TwoWayFEWeights
Reverse suggests:
broom,
broom.helpers,
clarify,
clubSandwich,
collapse,
DAGassist,
DiDforBigData,
fplot,
getspanel,
ggeffects,
insight,
marginaleffects,
modelsummary,
multcomp,
parameters,
performance,
plm,
RoBMA,
sensemakr,
subincomeR,
unvs.med
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