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fixest  

Fast Fixed-Effects Estimations
View on CRAN: Click here


Download and install fixest package within the R console
Install from CRAN:
install.packages("fixest")

Install from Github:
library("remotes")
install_github("cran/fixest")

Install by package version:
library("remotes")
install_version("fixest", "0.12.1")



Attach the package and use:
library("fixest")
Maintained by
Laurent Berge
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-09-03
Latest Update: 2023-11-24
Description:
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.
How to cite:
Laurent Berge (2019). fixest: Fast Fixed-Effects Estimations. R package version 0.12.1, https://cran.r-project.org/web/packages/fixest. Accessed 31 Jan. 2025.
Previous versions and publish date:
0.1.0 (2019-09-03 09:30), 0.1.1 (2019-09-20 17:20), 0.1.2 (2019-10-04 18:20), 0.2.0 (2019-11-19 19:00), 0.2.1 (2019-11-23 10:40), 0.3.0 (2020-02-01 11:10), 0.3.1 (2020-02-09 15:00), 0.4.0 (2020-03-29 13:00), 0.4.1 (2020-04-14 15:20), 0.5.0 (2020-06-10 14:00), 0.5.1 (2020-06-18 12:50), 0.6.0 (2020-07-13 13:50), 0.7.0 (2020-10-24 11:50), 0.7.1 (2020-10-27 15:10), 0.8.0 (2020-12-14 10:10), 0.8.1 (2021-01-13 11:40), 0.8.2 (2021-02-11 11:00), 0.8.3 (2021-03-01 15:30), 0.8.4 (2021-03-29 19:00), 0.9.0 (2021-06-19 13:00), 0.10.0 (2021-09-28 14:10), 0.10.1 (2021-10-31 00:00), 0.10.2 (2022-02-18 00:02), 0.10.3 (2022-03-02 01:10), 0.10.4 (2022-04-01 01:10), 0.11.0 (2022-10-19 23:25), 0.11.1 (2023-01-10 10:20), 0.11.2 (2023-11-24 12:30), 0.12.0 (2024-04-18 01:10)
Other packages that cited fixest R package
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Other R packages that fixest depends, imports, suggests or enhances
Complete documentation for fixest
Functions, R codes and Examples using the fixest R package
Some associated functions: AIC.fixest . BIC.fixest . aggregate.fixest . as.dict . as.list.fixest_multi . base_did . base_stagg . bin . bread.fixest . check_conv_feols . coef.fixest . coef.fixest_multi . coefplot . coeftable.default . coeftable.fixest . coeftable.fixest_multi . coeftable . collinearity . confint.fixest . confint.fixest_multi . degrees_freedom . demean . deviance.fixest . did_means . dsb . est_env . estfun.fixest . etable . extralines_register . fdim . feNmlm . feglm . femlm . feols . fitstat . fitstat_register . fitted.fixest . fixef.fixest . fixef_reexported . fixest-package . fixest_startup_msg . formula.fixest . hatvalues.fixest . i . l . lag.formula . logLik.fixest . model.matrix.fixest . models . n_unik . nobs.fixest . obs . osize . panel . plot.fixest.fixef . predict.fixest . print.fixest . print.fixest_fitstat . print.fixest_multi . r2 . ref . rep.fixest . resid.fixest . resid.fixest_multi . sample_df . sandwich_reexported . setFixest_coefplot . setFixest_dict . setFixest_estimation . setFixest_fml . setFixest_notes . setFixest_nthreads . setFixest_vcov . sigma.fixest . ssc . stepwise . style.df . style.tex . sub-.fixest_multi . sub-.fixest_panel . sub-sub-.fixest_multi . summary.fixest.fixef . summary.fixest . summary.fixest_multi . sunab . terms.fixest . to_integer . trade . unpanel . update.fixest . vcov.fixest . vcov_cluster . vcov_conley . vcov_hac . wald . weights.fixest . xpd . 
Some associated R codes: Deprecated_funs.R . ESTIMATION_FUNS.R . Lagging.R . ML_Families.R . Methods.R . MiscFuns.R . RcppExports.R . VCOV.R . VCOV_aliases.R . alias_generator.R . coefplot.R . data_tools.R . did.R . dsb.R . etable.R . etable_aliases.R . femlm.R . fitstats.R . fixest_env.R . fixest_multi.R . index.R . iplot.R . onLoad.R . startup.R . test_fun.R . xaxis.R .  Full fixest package functions and examples
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