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fixest (version 0.3.0)

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

28,663

Version

0.3.0

License

GPL-3

Maintainer

Laurent Berge

Last Published

February 1st, 2020

Functions in fixest (0.3.0)

coefplot

Plots confidence intervals
coeftable

Obtain various statistics from an estimation
coef.fixest

Extracts the coefficients from a fixest estimation
confint.fixest

Confidence interval for parameters estimated with fixest
BIC.fixest

Bayesian information criterion
did_means

Treated and control sample descriptives
AIC.fixest

Aikake's an information criterion
collinearity

Collinearity diagnostics for fixest objects
base_did

Sample data for difference in difference
did_estimate_yearly_effects

Estimates yearly treatment effects
fitted.fixest

Extracts fitted values from a fixest fit
fixef.fixest

Extract the Fixed-Effects from a fixest estimation.
etable

Estimations table (export the results of multiples estimations to a DF or to Latex)
errbar

Plots confidence intervals
formula.fixest

Extract the formula of a fixest fit
fixest-package

Fast and User-Friendly Fixed-Effects Estimations
lag.formula

Lags a variable using a formula
logLik.fixest

Extracts the log-likelihood
feNmlm

Fixed effects nonlinear maximum likelihood models
feglm

Fixed-effects GLM estimations
femlm

Fixed-effects maximum likelihood model
panel

Constructs a fixest panel data base
obs2remove

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

Fixed-effects OLS estimation
i

Interact variables with factors
did_plot_yearly_effects

Plots the results of yearly treatment effects estimation
resid.fixest

Extracts residuals from a fixest object
fixef_reexported

Functions exported from nlme to implement fixest methods
[.fixest_panel

Method to subselect from a fixest_panel
summary.fixest

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

Sets the defaults of coefplot
summary.fixest.obs2remove

Summary method for fixest.obs2remove objects
summary.fixest.fixef

Summary method for cluster coefficients
dof

Type of degree of freedom in fixest summary
nobs.fixest

Extracts the number of observations form a fixest object
model.matrix.fixest

Design matrix of a femlm model
f

Lags a variable in a fixest estimation
setFixest_dict

Sets/gets the dictionary used in esttex
unpanel

Dissolves a fixest panel
setFixest_dof

Sets the default type of DoF correction in summary/vcov.fixest
trade

Trade data sample
plot.fixest.fixef

Displaying the most notable fixed-effects
predict.fixest

Predict method for fixest fits
fixest-deprecated

Deprecated functions in package fixest.
update.fixest

Updates a fixest estimation
vcov.fixest

Extracts the variance/covariance of a femlm fit
setFixest_print.type

Sets/gets what print does to fixest estimations
r2

R2s of fixest models
setFixest_nthreads

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

A print facility for fixest objects.
setFixest_na_inf.rm

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

Sets/gets whether to display notes in fixest estimation functions