sandwich_reexported

estfun

bread

The package fixest does not use <code>estfun</code> or <code>bread</code> from sandwich, but these methods have been implemented to allow users to leverage the variances from sandwich.

internal

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://wwwen.uni.lu/content/download/110162/1299525/file/2018_13>.
Further provides tools to export and view the results of several estimations with intuitive design to cluster the standard-errors.

Laurent Berge

fixest

Fast Fixed-Effects Estimations

sandwich_reexported function

Functions exported from sandwich to implement fixest methods — sandwich_reexported

Functions exported from sandwich to implement fixest methods

sandwich_reexported: Functions exported from sandwich to implement fixest methods

Description

Arguments

Details