Package: fixest 0.12.2
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.
Authors:
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fixest.pdf |fixest.html✨
fixest/json (API)
NEWS
# Install 'fixest' in R: |
install.packages('fixest', repos = c('https://fastverse.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/lrberge/fixest/issues
- base_did - Sample data for difference in difference
- base_pub - Publication data sample
- base_stagg - Sample data for staggered difference in difference
- trade - Trade data sample
Last updated 1 months agofrom:5523d48ef4. Checks:OK: 1 WARNING: 8. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Sep 27 2024 |
R-4.5-win-x86_64 | WARNING | Sep 27 2024 |
R-4.5-linux-x86_64 | WARNING | Sep 27 2024 |
R-4.4-win-x86_64 | WARNING | Sep 27 2024 |
R-4.4-mac-x86_64 | WARNING | Sep 27 2024 |
R-4.4-mac-aarch64 | WARNING | Sep 27 2024 |
R-4.3-win-x86_64 | WARNING | Sep 27 2024 |
R-4.3-mac-x86_64 | WARNING | Sep 27 2024 |
R-4.3-mac-aarch64 | WARNING | Sep 27 2024 |
Exports:.las.dictbinbreadcheck_conv_feolscoefplotcoeftablecollinearityconleyddegrees_freedomdemeandemeaning_algodid_meansDKdofdriscoll_kraaydsbest_envestfunesttableesttexetableextralines_registerffdimfeglmfeglm.fitfemlmfenegbinfeNmlmfeolsfeols.fitfepoisfitstatfitstat_registerfixeffixest_datafixest_startup_msggetFixest_coefplotgetFixest_dictgetFixest_estimationgetFixest_etablegetFixest_fmlgetFixest_multigetFixest_notesgetFixest_nthreadsgetFixest_printgetFixest_sscgetFixest_vcoviiplotllag_fmllog_etablemodelsn_modelsn_uniknewey_westNWobsosizepanelpvaluer2refsample_dfsesetFixest_coefplotsetFixest_dictsetFixest_estimationsetFixest_etablesetFixest_fmlsetFixest_multisetFixest_notessetFixest_nthreadssetFixest_printsetFixest_sscsetFixest_vcovsscstyle.dfstyle.texto_integertstatunpanelvcov_clustervcov_conleyvcov_DKvcov_NWwaldxpd
Dependencies:dreamerrFormulalatticenlmenumDerivRcppsandwichstringmagiczoo
Exporting estimation tables
Rendered fromexporting_tables.Rmd
usingknitr::rmarkdown
on Sep 27 2024.Last update: 2023-09-08
Started: 2020-07-10
Fast Fixed-Effects Estimation: Short Introduction
Rendered fromfixest_walkthrough.Rmd
usingknitr::rmarkdown
on Sep 27 2024.Last update: 2024-08-16
Started: 2019-08-02
Multiple estimations
Rendered frommultiple_estimations.Rmd
usingknitr::rmarkdown
on Sep 27 2024.Last update: 2023-09-08
Started: 2020-12-09
On standard-errors
Rendered fromstandard_errors.Rmd
usingknitr::rmarkdown
on Sep 27 2024.Last update: 2023-11-23
Started: 2020-07-04