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.
| Version: | 0.1.2 |
| Depends: | R (≥ 3.1.0) |
| Imports: | stats, graphics, utils, Formula, MASS, numDeriv, nlme, Rcpp |
| LinkingTo: | Rcpp |
| Suggests: | knitr, data.table |
| Published: | 2019-10-04 |
| Author: | Laurent Berge [aut, cre] |
| Maintainer: | Laurent Berge <laurent.berge at uni.lu> |
| BugReports: | https://github.com/lrberge/fixest/issues |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| SystemRequirements: | C++11 |
| Citation: | fixest citation info |
| Materials: | README NEWS |
| CRAN checks: | fixest results |
| Reference manual: | fixest.pdf |
| Vignettes: |
fixest introduction |
| Package source: | fixest_0.1.2.tar.gz |
| Windows binaries: | r-devel: fixest_0.1.2.zip, r-release: fixest_0.1.2.zip, r-oldrel: fixest_0.1.2.zip |
| OS X binaries: | r-release: fixest_0.1.2.tgz, r-oldrel: fixest_0.1.2.tgz |
| Old sources: | fixest archive |
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