fixest (Q1349582): Difference between revisions

← Older edit

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+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.
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+Software:1349582

Latest revision as of 00:00, 14 March 2024

Fast Fixed-Effects Estimations

Language	Label	Description	Also known as
English	fixest	Fast Fixed-Effects Estimations

Statements

swMATH work ID

44380

0 references

source code repository

https://github.com/cran/fixest

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instance of

R package

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software version identifier

0.11.1

publication date

10 January 2023

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0.1.0

publication date

3 September 2019

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0.1.1

publication date

20 September 2019

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0.1.2

publication date

4 October 2019

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0.2.0

publication date

19 November 2019

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0.2.1

publication date

23 November 2019

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0.3.0

publication date

1 February 2020

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0.3.1

publication date

9 February 2020

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0.4.0

publication date

29 March 2020

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0.4.1

publication date

14 April 2020

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0.5.0

publication date

10 June 2020

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0.5.1

publication date

18 June 2020

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0.6.0

publication date

13 July 2020

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0.7.0

publication date

24 October 2020

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0.7.1

publication date

27 October 2020

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0.8.0

publication date

14 December 2020

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0.8.1

publication date

13 January 2021

0 references

0.8.2

publication date

11 February 2021

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0.8.3

publication date

1 March 2021

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0.8.4

publication date

29 March 2021

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0.9.0

publication date

19 June 2021

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0.10.0

publication date

28 September 2021

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0.10.1

publication date

31 October 2021

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0.10.2

publication date

18 February 2022

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0.10.3

publication date

2 March 2022

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0.10.4

publication date

1 April 2022

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0.11.0

publication date

19 October 2022

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0.11.2

publication date

24 November 2023

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0 references

0 references

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24 November 2023

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description

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.

0 references

author

Laurent Berge

0 references

copyright license

GNU General Public License, version 3.0

0 references

imports

stats

0 references

graphics

0 references