Fast Fixed-Effects Estimations
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 bread matrix from fixest objects
Check the fixed-effects convergence of a feols estimation
Extracts the coefficients of fixest_multi objects
Extracts the coefficients from a fixest estimation
Plots confidence intervals and point estimates
Extracts the coefficients table from an estimation
Extracts the coefficients tables from fixest_multi estimations
Obtain various statistics from an estimation
Extracts the coefficients table from an estimation
Collinearity diagnostics for fixest objects
Confidence intervals for fixest_multi objects
Confidence interval for parameters estimated with fixest
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
Estimations table (export the results of multiples estimations to a DF...
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
Register custom fit statistics
Computes fit statistics of fixest objects
Extracts fitted values from a fixest fit
Functions exported from nlme to implement fixest methods
Extract the Fixed-Effects from a fixest estimation.
Retrieves the data set used for a fixest estimation
Permanently removes the fixest package startup message
Fast and User-Friendly Fixed-Effects Estimations
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
Extracts the log-likelihood
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
Print method for fit statistics of fixest estimations
Print method for fixest_multi objects
A print facility for fixest objects.
R2s of fixest models
Refactors a variable
Replicates fixest objects
Extracts the residuals from a fixest_multi object
Extracts residuals from a fixest object
Randomly draws observations from a data set
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
Sets properties of fixest_multi objects
Sets/gets whether to display notes in fixest estimation functions
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
Design matrix of a fixest object returned in sparse format
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
Extracts one element from a fixest_multi object
Summary for fixest_multi objects
Summary method for fixed-effects coefficients
Summary of a fixest object. Computes different types of standard err...
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
Clustered VCOV
Conley VCOV
HAC VCOVs
Heteroskedasticity-Robust VCOV
Computes the variance/covariance of a fixest object
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