Fast and User-Friendly Fixed-Effects Estimations
The package fixest provides a family of functions to perform estimations with multiple fixed-effects. Standard-errors can be easily and intuitively clustered. It also includes tools to seamlessly export the results of various estimations.
The main features are:
Estimation. The core functions are: feols, feglm and femlm to estimate, respectively, linear models, generalized linear models and maximum likelihood models with multiple fixed-effects. The function feNmlm allows the inclusion of non-linear in parameters right hand sides. Finally fepois
and fenegbin are shorthands to estimate Poisson and Negative Binomial models.
Multiple estimations: You can perform multiple estimations at once with the stepwise functions. It's then very easy to manipulate multiple results with the associated methods. See an introduction in the dedicated vignette: Multiple estimations
Easy and flexible clustering of standard-errors. By using the arguments vcov
and ssc (see summary.fixest). To have a sense of how the standard errors are computed, see the vignette On standard-errors.
Visualization and exportation of results. You can visualize the results of multiple estimations in R, or export them in Latex using the function etable. This vignette details how to customize the Latex tables: Exporting estimation tables.
Plot multiple results. You can plot the coefficients and confidence intervals of estimations easily with the function coefplot. This function also offers a specific layout for interactions.
Berge, Laurent, 2018, "Efficient estimation of maximum likelihood models with multiple fixed-effects: the R package FENmlm." CREA Discussion Papers, 13 (character(0)).
Useful links:
Maintainer : Laurent Berge laurent.berge@u-bordeaux.fr
Other contributors:
Useful links