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fixest (version 0.2.0)

Fast Fixed-Effects Estimations

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.

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Version

Install

install.packages('fixest')

Monthly Downloads

52,995

Version

0.2.0

License

GPL-3

Maintainer

Laurent Berge

Last Published

November 19th, 2019

Functions in fixest (0.2.0)

collinearity

Collinearity diagnostics for fixest objects
did_plot_yearly_effects

Plots the results of yearly treatment effects estimation
errbar

Plots confidence intervals
fitted.fixest

Extracts fitted values from a fixest fit
logLik.fixest

Extracts the log-likelihood
model.matrix.fixest

Design matrix of a femlm model
fixef.fixest

Extract the Fixed-Effects from a fixest estimation.
base_did

Sample data for difference in difference
coef.fixest

Extracts the coefficients from a fixest estimation
lag.formula

Lags a variable using a formula
summary.fixest

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

Estimates yearly treatment effects
esttable

Facility to display the results of multiple fixest estimations.
summary.fixest.fixef

Summary method for cluster coefficients
feglm

Fixed-effects GLM estimations
feNmlm

Fixed effects nonlinear maximum likelihood models
BIC.fixest

Bayesian information criterion
confint.fixest

Confidence interval for parameters estimated with fixest
vcov.fixest

Extracts the variance/covariance of a femlm fit
update.fixest

Updates a fixest estimation
AIC.fixest

Aikake's an information criterion
esttex

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

Extract the formula of a fixest fit
did_means

Treated and control sample descriptives
predict.fixest

Predict method for fixest fits
plot.fixest.fixef

Displaying the most notable fixed-effects
setFixest_notes

Sets/gets whether to display notes in fixest estimation functions
summary.fixest.obs2remove

Summary method for fixest.obs2remove objects
setFixest_na_inf.rm

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

Fixed-effects maximum likelihood model
setFixest_nthreads

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

Sets/gets what print does to fixest estimations
setFixest_dict

Sets/gets the dictionary used in esttex
feols

Fixed-effects OLS estimation
print.fixest

A print facility for fixest objects.
resid.fixest

Extracts residuals from a fixest object
r2

R2s of fixest models
fixef_reexported

Functions exported from nlme to implement fixest methods
nobs.fixest

Extracts the number of observations form a fixest object
fixest-package

Fast and User-Friendly Fixed-Effects Estimations
obs2remove

Finds observations to be removed from ML estimation with factors/clusters
trade

Trade data sample