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) <>. Further provides tools to export and view the results of several estimations with intuitive design to cluster the standard-errors.

Version: 0.8.1
Depends: R (≥ 3.1.0)
Imports: stats, graphics, grDevices, utils, methods, numDeriv, nlme, sandwich, Rcpp, dreamerr (≥ 1.2.3)
LinkingTo: Rcpp
Suggests: knitr, rmarkdown, data.table, plm, MASS, pander
Published: 2021-01-13
Author: Laurent Berge [aut, cre], Sebastian Krantz [ctb]
Maintainer: Laurent Berge <laurent.berge at>
License: GPL-3
NeedsCompilation: yes
SystemRequirements: C++11
Citation: fixest citation info
Materials: README NEWS
In views: Econometrics
CRAN checks: fixest results


Reference manual: fixest.pdf
Vignettes: Exporting estimation tables
fixest introduction
Multiple estimations
On standard-errors
Package source: fixest_0.8.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: fixest_0.8.1.tgz, r-oldrel: fixest_0.8.1.tgz
Old sources: fixest archive

Reverse dependencies:

Reverse imports: DIDmultiplegt
Reverse suggests: broom, collapse, fplot, insight, modelsummary, performance


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