Efficient estimation of multiple fixed-effects maximum likelihood models with, possibly, non-linear in parameters right hand sides. Standard-errors can easily be clustered. It also includes tools to seamlessly export (to Latex) the results of various estimations.
Maintainer: Laurent Berge laurent.berge@u-bordeaux.fr
This package efficiently estimates maximum likelihood models with multiple fixed-effect (i.e. large factor variables).
The core function is femlm which estimates maximum likelihood models with, possibly, non-linear in parameters right hand sides. The ML families available are: poisson, negative binomial, logit and Gaussian.
Several features are also included such as the possibility to easily compute different types of standard-errors (including multi-way clustering).
It is possible to compare the results of severeal estimations by using the function res2table, and to export them to Latex using res2tex.
Berg\'e, Laurent, 2018, "Efficient estimation of maximum likelihood models with multiple fixed-effects: the R package FENmlm." CREA Discussion Papers, 13 (https://github.com/lrberge/fixest/blob/master/_DOCS/FENmlm_paper.pdf).