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.
To get started, look at the introduction.
Details
The main features are:
Estimation. The core functions are:
feols,feglmandfemlmto estimate, respectively, linear models, generalized linear models and maximum likelihood models with multiple fixed-effects. The functionfeNmlmallows the inclusion of non-linear in parameters right hand sides. Finallyfepoisandfenegbinare shorthands to estimate Poisson and Negative Binomial models.Multiple estimations: You can perform multiple estimations at once with the
stepwisefunctions. It's then very easy to manipulate multiple results with the associated methods. See an introduction in the dedicated vignette: Multiple estimationsEasy and flexible clustering of standard-errors. By using the arguments
vcovandssc(seesummary.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.
References
Berge, Laurent, 2018, "Efficient estimation of maximum likelihood models with multiple fixed-effects: the R package FENmlm." CREA Discussion Papers, 13 ().
Author
Maintainer: Laurent Berge laurent.berge@u-bordeaux.fr
Other contributors:
Sebastian Krantz [contributor]
Grant McDermott grantmcd@uoregon.edu (ORCID) [contributor]
Russell Lenth russell-lenth@uiowa.edu [contributor]