fixest

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.

Last 30 days

This package has been downloaded 23,938 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 980 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 210,518 times in the last 365 days. That's a whole lot of downloads. Somewhere, a librarian is trying to figure out why more bandwidth is needed. The day with the most downloads was Feb 10, 2025 with 1,119 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.