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://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: 0.2.1
Depends: R (≥ 3.1.0)
Imports: stats, graphics, utils, Formula, MASS, numDeriv, nlme, Rcpp
LinkingTo: Rcpp
Suggests: knitr, rmarkdown, data.table
Published: 2019-11-23
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: NEWS
In views: Econometrics
CRAN checks: fixest results

Downloads:

Reference manual: fixest.pdf
Vignettes: fixest introduction
Package source: fixest_0.2.1.tar.gz
Windows binaries: r-devel: fixest_0.2.1.zip, r-devel-gcc8: fixest_0.2.1.zip, r-release: fixest_0.2.1.zip, r-oldrel: fixest_0.2.1.zip
OS X binaries: r-release: fixest_0.2.1.tgz, r-oldrel: fixest_0.2.1.tgz
Old sources: fixest archive

Reverse dependencies:

Reverse suggests: fplot, insight, performance

Linking:

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