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.
- Version0.13.2
- R versionR (≥ 3.5.0)
- LicenseGPL-3
- Needs compilation?Yes
- fixest citation info
- Last release09/08/2025
Documentation
Team
Laurent Berge
MaintainerShow author detailsRussell Lenth
Show author detailsRolesContributorSebastian Krantz
Grant McDermott
Kyle Butts
Show author detailsRolesContributor
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