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fixest (version 0.4.0)

Fast Fixed-Effects Estimations

Description

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.

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Version

Install

install.packages('fixest')

Monthly Downloads

24,077

Version

0.4.0

License

GPL-3

Maintainer

Laurent Berge

Last Published

March 29th, 2020

Functions in fixest (0.4.0)

AIC.fixest

Aikake's an information criterion
etable

Estimations table (export the results of multiples estimations to a DF or to Latex)
errbar

Plots confidence intervals
model.matrix.fixest

Design matrix of a femlm model
did_estimate_yearly_effects

Estimates yearly treatment effects
nobs.fixest

Extracts the number of observations form a fixest object
print.fixest

A print facility for fixest objects.
setFixest_nthreads

Sets/gets the number of threads to use in fixest functions
r2

R2s of fixest models
setFixest_print.type

Sets/gets what print does to fixest estimations
vcov.fixest

Extracts the variance/covariance of a femlm fit
did_means

Treated and control sample descriptives
did_plot_yearly_effects

Plots the results of yearly treatment effects estimation
dof

Type of degree of freedom in fixest summary
obs2remove

Finds observations to be removed from ML estimation with factors/clusters
panel

Constructs a fixest panel data base
summary.fixest.fixef

Summary method for cluster coefficients
summary.fixest.obs2remove

Summary method for fixest.obs2remove objects
fixef_reexported

Functions exported from nlme to implement fixest methods
fixest-deprecated

Deprecated functions in package fixest.
coef.fixest

Extracts the coefficients from a fixest estimation
base_did

Sample data for difference in difference
feNmlm

Fixed effects nonlinear maximum likelihood models
feglm

Fixed-effects GLM estimations
lag.formula

Lags a variable using a formula
logLik.fixest

Extracts the log-likelihood
resid.fixest

Extracts residuals from a fixest object
setFixest_coefplot

Sets the defaults of coefplot
setFixest_na_inf.rm

Sets/gets whether to remove NA/Inf values from fixest estimations
setFixest_notes

Sets/gets whether to display notes in fixest estimation functions
collinearity

Collinearity diagnostics for fixest objects
confint.fixest

Confidence interval for parameters estimated with fixest
femlm

Fixed-effects maximum likelihood model
feols

Fixed-effects OLS estimation
fixest-package

Fast and User-Friendly Fixed-Effects Estimations
formula.fixest

Extract the formula of a fixest fit
fitted.fixest

Extracts fitted values from a fixest fit
coefplot

Plots confidence intervals and point estimates
coeftable

Obtain various statistics from an estimation
fixef.fixest

Extract the Fixed-Effects from a fixest estimation.
[.fixest_panel

Method to subselect from a fixest_panel
unpanel

Dissolves a fixest panel
i

Interact variables with factors
setFixest_dict

Sets/gets the dictionary relabeling the variables
setFixest_dof

Sets the default type of DoF correction in summary/vcov.fixest
update.fixest

Updates a fixest estimation
summary.fixest

Summary of a fixest object. Computes different types of standard errors.
f

Lags a variable in a fixest estimation
terms.fixest

Extract the terms
plot.fixest.fixef

Displaying the most notable fixed-effects
predict.fixest

Predict method for fixest fits
trade

Trade data sample
BIC.fixest

Bayesian information criterion