Package index

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

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

obs() case.names(<fixest>): Extracts the observations used for the estimation

fixest_data(): Retrieves the data set used for a fixest estimation

coeftable() se() pvalue() tstat(): Extracts the coefficients table from an estimation

coeftable(<default>) se(<default>) tstat(<default>) pvalue(<default>) se(<matrix>): Extracts the coefficients table from an estimation

coeftable(<fixest>) se(<fixest>) tstat(<fixest>) pvalue(<fixest>): 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() mvsw(): Stepwise estimation tools

as.list(<fixest_multi>): Transforms a fixest_multi object into a list

coef(<fixest_multi>) coefficients(<fixest_multi>): Extracts the coefficients of fixest_multi objects

coeftable(<fixest_multi>) se(<fixest_multi>) tstat(<fixest_multi>) pvalue(<fixest_multi>): Extracts the coefficients tables from fixest_multi estimations

confint(<fixest_multi>): Confidence intervals for 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>): Subsets a fixest_multi object

`[[`(<fixest_multi>): Extracts one element from a fixest_multi object

summary(<fixest_multi>): Summary for fixest_multi objects

update(<fixest>) update(<fixest_multi>): Updates a fixest estimation

models(): Extracts the models tree from a fixest_multi object

n_models(): Gets the dimension of 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>) update(<fixest_multi>): 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

df.residual(<fixest>): Residual degrees-of-freedom for fixest objects

obs() case.names(<fixest>): Extracts the observations used for the estimation

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

demeaning_algo(): Controls the parameters of the demeaning procedure

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>) lag_fml(): 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() degrees_freedom_iid(): 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

esttable() esttex() etable() setFixest_etable() getFixest_etable() print(<etable_tex>) print(<etable_df>) log_etable(): 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_multi() getFixest_multi(): Sets properties of fixest_multi objects

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

Data tools

Small functions related to data manipulation

fdim(): Formatted dimension

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

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

as.dict(): Transforms a character string into a dictionary

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

did_means(): Treated and control sample descriptives

fixest_startup_msg(): Permanently removes the fixest package startup message

bread(<fixest>): Extracts the bread matrix from fixest objects

collinearity(): Collinearity diagnostics for fixest objects

estfun(<fixest>): Extracts the scores from a fixest estimation

rep(<fixest>) rep(<fixest_list>) .l(): Replicates fixest objects

emmeans_support: Support for emmeans package

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

base_pub: Publication data sample