Fast Fixed-Effects Estimations
Extracts the log-likelihood
Sets/gets whether to display notes in fixest estimation functions
Extracts one element from a fixest_multi object
Extracts the coefficients table from an estimation
Estimations table (export the results of multiples estimations to a DF...
Fast and User-Friendly Fixed-Effects Estimations
Functions exported from sandwich to implement fixest methods
Sets the defaults of coefplot
Sets/gets the dictionary relabeling the variables
Default arguments for fixest estimations
Sets/gets formula macros
Extracts the bread matrix from fixest objects
Obtain various statistics from an estimation
Aggregates the values of DiD coefficients a la Sun and Abraham
Aikake's an information criterion
Transforms a character string into a dictionary
Transforms a fixest_multi object into a list
Bayesian information criterion
Bins the values of a variable (typically a factor)
Extracts the coefficients tables from fixest_multi estimations
Check the fixed-effects convergence of a feols estimation
Extracts the coefficients from a fixest estimation
Extracts the coefficients of fixest_multi objects
Plots confidence intervals and point estimates
Extracts the coefficients table from an estimation
Collinearity diagnostics for fixest objects
Confidence interval for parameters estimated with fixest
Confidence intervals for fixest_multi objects
Gets the degrees of freedom of a fixest estimation
Centers a set of variables around a set of factors
Controls the parameters of the demeaning procedure
Extracts the deviance of a fixest estimation
Residual degrees-of-freedom for fixest objects
Treated and control sample descriptives
Simple and powerful string manipulation with the dot square bracket op...
Support for emmeans package
Estimates a fixest estimation from a fixest environment
Extracts the scores from a fixest estimation
Register extralines macros to be used in etable
Formatted dimension
Fixed-effects GLM estimations
Fixed-effects maximum likelihood models
Fixed effects nonlinear maximum likelihood models
Fixed-effects OLS estimation
Computes fit statistics of fixest objects
Register custom fit statistics
Extracts fitted values from a fixest fit
Extract the Fixed-Effects from a fixest estimation.
Functions exported from nlme to implement fixest methods
Retrieves the data set used for a fixest estimation
Permanently removes the fixest package startup message
Extract the formula of a fixest fit
Hat values for fixest objects
Create, or interact variables with, factors
Lags a variable in a fixest estimation
Lags a variable using a formula
Design matrix of a fixest object
Extracts the models tree from a fixest_multi object
Gets the dimension of fixest_multi objects
Prints the number of unique elements in a data set
Extracts the number of observations form a fixest object
Extracts the observations used for the estimation
Formatted object size
Constructs a fixest panel data base
Displaying the most notable fixed-effects
Predict method for fixest fits
A print facility for fixest objects.
Print method for fit statistics of fixest estimations
Print method for fixest_multi objects
Sets properties of fixest_multi objects
R2s of fixest models
Refactors a variable
Replicates fixest objects
Extracts residuals from a fixest object
Extracts the residuals from a fixest_multi object
Randomly draws observations from a data set
Sets/gets the number of threads to use in fixest functions
Sets the default type of standard errors to be used
Residual standard deviation of fixest estimations
Governs the small sample correction in fixest VCOVs
Stepwise estimation tools
Style of data.frames created by etable
Style definitions for Latex tables
Subsets a fixest_multi object
Method to subselect from a fixest_panel
Summary method for fixed-effects coefficients
Summary of a fixest object. Computes different types of standard err...
Summary for fixest_multi objects
Sun and Abraham interactions
Extract the terms
Fast transform of any type of vector(s) into an integer vector
Dissolves a fixest panel
Updates a fixest estimation
Computes the variance/covariance of a fixest object
Clustered VCOV
Conley VCOV
HAC VCOVs
Wald test of nullity of coefficients
Extracts the weights from a fixest object
Expands formula macros
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.
Useful links