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: 0.12.1 Depends: R (≥ 3.5.0) Imports: stats, graphics, grDevices, tools, utils, methods, numDeriv, nlme, sandwich, Rcpp (≥ 1.0.5), dreamerr (≥ 1.4.0), stringmagic (≥ 1.1.2) LinkingTo: Rcpp Suggests: knitr, rmarkdown, data.table, plm, MASS, pander, ggplot2, lfe, tinytex, pdftools, emmeans, estimability, AER Published: 2024-06-13 DOI: 10.32614/CRAN.package.fixest Author: Laurent Berge [aut, cre], Sebastian Krantz [ctb], Grant McDermott [ctb], Russell Lenth [ctb] Maintainer: Laurent Berge <laurent.berge at u-bordeaux.fr> BugReports: https://github.com/lrberge/fixest/issues License: GPL-3 URL: https://lrberge.github.io/fixest/, https://github.com/lrberge/fixest NeedsCompilation: yes Citation: fixest citation info Materials: README NEWS In views: CausalInference, Econometrics CRAN checks: fixest results Documentation: Downloads: Reverse dependencies: Reverse depends: did2s, didimputation, ggfixest Reverse imports: conleyreg, DIDmultiplegt, effClust, fect, fixes, fwlplot, inters, ivDiag, panelsummary, penppml, speccurvieR, tradepolicy, TwoWayFEWeights Reverse suggests: broom, broom.helpers, clarify, collapse, DiDforBigData, fplot, getspanel, ggeffects, insight, marginaleffects, modelsummary, multcomp, parameters, performance, plm, RoBMA, sensemakr, subincomeR, summclust, unvs.med Reverse enhances: texreg Linking:Please use the canonical form https://CRAN.R-project.org/package=fixest to link to this page.
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