fixest: Fast Fixed-Effects Estimations
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.
| Version: | 0.13.2 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats, graphics, grDevices, tools, utils, methods,numDeriv,nlme,sandwich,Rcpp (≥ 1.0.5),dreamerr (≥ 1.4.0),stringmagic (≥ 1.2.0) |
| LinkingTo: | Rcpp |
| Suggests: | knitr,rmarkdown,data.table,plm,MASS,pander,ggplot2,lfe,tinytex,pdftools,emmeans,estimability,AER,Matrix |
| Published: | 2025-09-08 |
| DOI: | 10.32614/CRAN.package.fixest |
| Author: | Laurent Berge [aut, cre], Sebastian Krantz [ctb], Grant McDermott [ctb], Russell Lenth [ctb], Kyle Butts [ctb] |
| Maintainer: | Laurent Berge <laurent.berge at u-bordeaux.fr> |
| BugReports: | https://github.com/lrberge/fixest/issues |
| License: | GPL-3 |
| URL: | https://lrberge.github.io/fixest/,https://github.com/lrberge/fixest |
| NeedsCompilation: | yes |
| Citation: | fixest citation info |
| Materials: | README,NEWS |
| In views: | CausalInference,Econometrics |
| CRAN checks: | fixest results |
Documentation:
| Reference manual: | fixest.html ,fixest.pdf |
| Vignettes: | On collinearity (source,R code) Exporting estimation tables (source,R code) fixest introduction (source,R code) Multiple estimations (source,R code) On standard-errors (source,R code) |
Downloads:
| Package source: | fixest_0.13.2.tar.gz |
| Windows binaries: | r-devel:fixest_0.13.2.zip, r-release:fixest_0.13.2.zip, r-oldrel:fixest_0.13.2.zip |
| macOS binaries: | r-release (arm64):fixest_0.13.2.tgz, r-oldrel (arm64):fixest_0.13.2.tgz, r-release (x86_64):fixest_0.13.2.tgz, r-oldrel (x86_64):fixest_0.13.2.tgz |
| Old sources: | fixest archive |
Reverse dependencies:
| Reverse depends: | did2s,didimputation,ggfixest |
| Reverse imports: | conleyreg,DIDmultiplegt,DIDmultiplegtDYN,effClust,etwfe,fect,fixes,fwlplot,inters,ivDiag,panelsummary,partialling.out,penppml,speccurvieR,tradepolicy,TwoWayFEWeights |
| Reverse suggests: | broom,broom.helpers,clarify,clubSandwich,collapse,DAGassist,DiDforBigData,fplot,getspanel,ggeffects,insight,marginaleffects,modelsummary,multcomp,parameters,performance,plm,RoBMA,sensemakr,subincomeR,unvs.med |
| Reverse enhances: | texreg |
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=fixestto link to this page.