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 model

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

stats method

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)

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

dsb()

Simple and powerful string manipulation with the dot square bracket operator

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)

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