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) <>. Further provides tools to export and view the results of several estimations with intuitive design to cluster the standard-errors.


Reference manual

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0.10.0 by Laurent Berge, a month ago,

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Authors: Laurent Berge [aut, cre] , Sebastian Krantz [ctb] , Grant McDermott [ctb]

Documentation:   PDF Manual  

Task views: Econometrics

GPL-3 license

Imports stats, graphics, grDevices, utils, methods, numDeriv, nlme, sandwich, Rcpp, dreamerr

Suggests knitr, rmarkdown, data.table, plm, MASS, pander, ggplot2, lfe

Linking to Rcpp

System requirements: C++11

Imported by DIDmultiplegt, TwoWayFEWeights, conleyreg.

Depended on by did2s, didimputation.

Suggested by broom, collapse, fplot, fwildclusterboot, insight, marginaleffects, modelsummary, performance, plm.

See at CRAN