Estimation

Methods to perform fixed-effects estimations

feols() feols.fit()

Fixed-effects OLS estimation

feglm() feglm.fit() fepois()

Fixed-effects GLM estimations

femlm() fenegbin()

Fixed-effects maximum likelihood models

feNmlm()

Fixed effects nonlinear maximum likelihood models

Handling results, multiple

Visualize results in tables or graphs

etable() setFixest_etable() getFixest_etable() print(<etable_tex>) print(<etable_df>) log_etable() esttable() esttex()

Estimations table (export the results of multiples estimations to a DF or to Latex)

coefplot() iplot()

Plots confidence intervals and point estimates

style.df()

Style of data.frames created by etable

style.tex()

Style definitions for Latex tables

extralines_register()

Register extralines macros to be used in etable

Handling results, single

Extracts values from single estimations

summary(<fixest>) summary(<fixest_list>)

Summary of a fixest object. Computes different types of standard errors.

coeftable() pvalue() tstat() se()

Obtain various statistics from an estimation

coef(<fixest>) coefficients(<fixest>)

Extracts the coefficients from a fixest estimation

confint(<fixest>)

Confidence interval for parameters estimated with fixest

print(<fixest>) setFixest_print() getFixest_print()

A print facility for fixest objects.

Difference-in-difference tools

Various tools to perform DiD estimations

sunab() sunab_att()

Sun and Abraham interactions

aggregate(<fixest>)

Aggregates the values of DiD coefficients a la Sun and Abraham

i()

Create, or interact variables with, factors

Standard-errors

Computing the Standard-errors

vcov(<fixest>)

Computes the variance/covariance of a fixest object

summary(<fixest>) summary(<fixest_list>)

Summary of a fixest object. Computes different types of standard errors.

ssc() dof() setFixest_ssc() getFixest_ssc()

Governs the small sample correction in fixest VCOVs

vcov_cluster()

Clustered VCOV

vcov_conley() conley()

Conley VCOV

vcov_DK() vcov_NW() NW() newey_west() DK() driscoll_kraay()

HAC VCOVs

Multiple estimations

Perform, and handle, multiple estimations

sw() csw() sw0() csw0()

Stepwise estimation tools

as.list(<fixest_multi>)

Transforms a fixest_multi object into a list

`$`(<fixest_multi>)

Extracts the root of a fixest_multi object

coef(<fixest_multi>) coefficients(<fixest_multi>)

Extracts the coefficients of fixest_multi objects

print(<fixest_multi>)

Print method for fixest_multi objects

resid(<fixest_multi>) residuals(<fixest_multi>)

Extracts the residuals from a fixest_multi object

`[`(<fixest_multi>)

Subset a fixest_multi object

`[[`(<fixest_multi>)

Extracts one element from a fixest_multi object

summary(<fixest_multi>)

Summary for fixest_multi objects

Methods from the `stats` package

Various methods from the stats package

model.matrix(<fixest>)

Design matrix of a fixest object

predict(<fixest>)

Predict method for fixest fits

fitted(<fixest>) fitted.values(<fixest>)

Extracts fitted values from a fixest fit

hatvalues(<fixest>)

Hat values for fixest objects

update(<fixest>)

Updates a fixest estimation

resid(<fixest>) residuals(<fixest>)

Extracts residuals from a fixest object

sigma(<fixest>)

Residual standard deviation of fixest estimations

weights(<fixest>)

Extracts the weights from a fixest object

formula(<fixest>)

Extract the formula of a fixest fit

terms(<fixest>)

Extract the terms

Formula tools

Tools to manipulate formulas

xpd()

Expands formula macros

setFixest_fml() getFixest_fml()

Sets/gets formula macros

Utility tools

User-level versions of internal tools

demean()

Centers a set of variables around a set of factors

to_integer()

Fast transform of any type of vector(s) into an integer vector

bin()

Bins the values of a variable (typically a factor)

ref()

Refactors a variable

Panel data tools

Set of tools for panel data

panel()

Constructs a fixest panel data base

unpanel()

Dissolves a fixest panel

lag(<formula>)

Lags a variable using a formula

f() d() l()

Lags a variable in a fixest estimation

`[`(<fixest_panel>)

Method to subselect from a fixest_panel

Handling the fixed-effects

Tools to extract and manipulate the fixed-effects

fixef(<fixest>)

Extract the Fixed-Effects from a fixest estimation.

plot(<fixest.fixef>)

Displaying the most notable fixed-effects

summary(<fixest.fixef>)

Summary method for fixed-effects coefficients

Fit statistics

Methods to extract fit statistics from estimations

fitstat()

Computes fit statistics of fixest objects

fitstat_register()

Register custom fit statistics

degrees_freedom()

Gets the degrees of freedom of a fixest estimation

r2()

R2s of fixest models

AIC(<fixest>)

Aikake's an information criterion

BIC(<fixest>)

Bayesian information criterion

logLik(<fixest>)

Extracts the log-likelihood

deviance(<fixest>)

Extracts the deviance of a fixest estimation

nobs(<fixest>)

Extracts the number of observations form a fixest object

wald()

Wald test of nullity of coefficients

print(<fixest_fitstat>)

Print method for fit statistics of fixest estimations

Default values

The default arguments of many fixest functions can be set at will

etable() setFixest_etable() getFixest_etable() print(<etable_tex>) print(<etable_df>) log_etable() esttable() esttex()

Estimations table (export the results of multiples estimations to a DF or to Latex)

print(<fixest>) setFixest_print() getFixest_print()

A print facility for fixest objects.

setFixest_coefplot() getFixest_coefplot()

Sets the defaults of coefplot

setFixest_dict() getFixest_dict()

Sets/gets the dictionary relabeling the variables

setFixest_estimation() getFixest_estimation()

Default arguments for fixest estimations

setFixest_fml() getFixest_fml()

Sets/gets formula macros

setFixest_notes() getFixest_notes()

Sets/gets whether to display notes in fixest estimation functions

setFixest_nthreads() getFixest_nthreads()

Sets/gets the number of threads to use in fixest functions

setFixest_vcov() getFixest_vcov()

Sets the default type of standard errors to be used

ssc() dof() setFixest_ssc() getFixest_ssc()

Governs the small sample correction in fixest VCOVs

Other methods and functions

Other methods and functions that didn’t fit the previous sections

est_env()

Estimates a fixest estimation from a fixest environment

dsb()

Simple and powerful string manipulation with the dot square bracket operator

check_conv_feols() summary(<fixest_check_conv>)

Check the fixed-effects convergence of a feols estimation

sample_df()

Randomly draws observations from a data set

n_unik() print(<vec_n_unik>) print(<list_n_unik>)

Prints the number of unique elements in a data set

osize() print(<osize>)

Formatted object size

did_means()

Treated and control sample descriptives

fixest_startup_msg()

Permanently removes the fixest package startup message

obs()

Extracts the observations used for the estimation

bread(<fixest>)

Extracts the bread matrix from fixest objects

collinearity()

Collinearity diagnostics for fixest objects

estfun(<fixest>)

Extracts the scores from a fixest estimation

_index_

Fast and User-Friendly Fixed-Effects Estimations

rep(<fixest>) rep(<fixest_list>) .l()

Replicates fixest objects

Data sets

Data sets used in the examples

base_did

Sample data for difference in difference

trade

Trade data sample

base_stagg

Sample data for staggered difference in difference