fixest (Q1349582): Difference between revisions
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Set profile property. |
Swh import (talk | contribs) SWHID from Software Heritage |
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software version identifier: ≥ 3.5.0 | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:16607b8dba53f3affaaed4f5c629ae80debe3564 / rank | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:16607b8dba53f3affaaed4f5c629ae80debe3564 / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:16607b8dba53f3affaaed4f5c629ae80debe3564 / qualifier | |||||||||||||||
point in time: 2 December 2023
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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
24 November 2023
0 references
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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