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://wwwen.uni.lu/content/download/110162/1299525/file/2018_13>. Further provides tools to export and view the results of several estimations with intuitive design to cluster the standard-errors.


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install.packages("fixest")

0.2.1 by Laurent Berge, 14 days ago


Report a bug at https://github.com/lrberge/fixest/issues


Browse source code at https://github.com/cran/fixest


Authors: Laurent Berge [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports stats, graphics, utils, Formula, MASS, numDeriv, nlme, Rcpp

Suggests knitr, rmarkdown, data.table

Linking to Rcpp

System requirements: C++11


Suggested by fplot, insight.


See at CRAN