fixest (Q1349582)
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Fast Fixed-Effects Estimations
Language | Label | Description | Also known as |
---|---|---|---|
English | fixest |
Fast Fixed-Effects Estimations |
Statements
24 November 2023
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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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