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://github.com/lrberge/fixest/blob/master/_DOCS/FENmlm_paper.pdf>. Further provides tools to export and view the results of several estimations with intuitive design to cluster the standard-errors.
- Version0.12.1
- R versionunknown
- LicenseGPL-3
- Needs compilation?Yes
- fixest citation info
- Last release06/13/2024
Documentation
Team
Laurent Berge
MaintainerShow author detailsSebastian Krantz
Show author detailsRolesContributorRussell Lenth
Show author detailsRolesContributorGrant McDermott
Insights
Last 30 days
This package has been downloaded 23,963 times in the last 30 days. The downloads are officially high enough to crash an underfunded departmental server. Quite an accomplishment! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 905 times.
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Last 365 days
This package has been downloaded 209,894 times in the last 365 days. Practically an academic rockstar! That's enough downloads to cause murmurs at international conferences. The day with the most downloads was Feb 10, 2025 with 1,119 downloads.
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Dependencies
- Imports6 packages
- Suggests13 packages
- Linking To1 package
- Reverse Depends3 packages
- Reverse Imports13 packages
- Reverse Suggests14 packages
- Reverse Enhances1 package