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Fastest method available to perform fixed-effects estimations.

An overview can be found on the project's homepage

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Version

Install

install.packages('fixest')

Monthly Downloads

34,694

Version

0.1.2

License

GPL-3

Maintainer

Laurent Berge

Last Published

October 4th, 2019

Functions in fixest (0.1.2)

esttable

Facility to display the results of multiple fixest estimations.
errbar

Plots confidence intervals
did_estimate_yearly_effects

Estimates yearly treatment effects
did_plot_yearly_effects

Plots the results of yearly treatment effects estimation
coef.fixest

Extracts the coefficients from a fixest estimation
formula.fixest

Extract the formula of a fixest fit
feols

Fixed-effects OLS estimation
esttex

Facility to export the results of multiple fixest estimations in a Latex table.
fixef.fixest

Extract the Fixed-Effects from a fixest estimation.
fixest-package

Fast and User-Friendly Fixed-Effects Estimations
fixef_reexported

Functions exported from nlme to implement fixest methods
feglm

Fixed-effects GLM estimations
fitted.fixest

Extracts fitted values from a fixest fit
femlm

Fixed-effects maximum likelihood model
model.matrix.fixest

Design matrix of a femlm model
nobs.fixest

Extracts the number of observations form a fixest object
obs2remove

Finds observations to be removed from ML estimation with factors/clusters
plot.fixest.fixef

Displaying the most notable fixed-effects
resid.fixest

Extracts residuals from a fixest object
r2

R2s of fixest models
setFixest_notes

Sets/gets whether to display notes in fixest estimation functions
logLik.fixest

Extracts the log-likelihood
lag.formula

Lags a variable using a formula
summary.fixest.fixef

Summary method for cluster coefficients
summary.fixest.obs2remove

Summary method for fixest.obs2remove objects
vcov.fixest

Extracts the variance/covariance of a femlm fit
setFixest_nthreads

Sets/gets the number of threads to use in fixest functions
predict.fixest

Predict method for fixest fits
trade

Trade data sample
update.fixest

Updates a fixest estimation
setFixest_print.type

Sets/gets what print does to fixest estimations
feNmlm

Fixed effects nonlinear maximum likelihood models
print.fixest

A print facility for fixest objects.
setFixest_dict

Sets/gets the dictionary used in esttex
setFixest_na_inf.rm

Sets/gets whether to remove NA/Inf values from fixest estimations
summary.fixest

Summary of a fixest object. Computes different types of standard errors.
base_did

Sample data for difference in difference
collinearity

Collinearity diagnostics for fixest objects
confint.fixest

Confidence interval for parameters estimated with fixest
AIC.fixest

Aikake's an information criterion
BIC.fixest

Bayesian information criterion