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) <>. Further provides tools to export and view the results of several estimations with intuitive design to cluster the standard-errors.

Version: 0.4.1
Depends: R (≥ 3.1.0)
Imports: stats, graphics, grDevices, utils, Formula, MASS, numDeriv, nlme, Rcpp
LinkingTo: Rcpp
Suggests: knitr, rmarkdown, data.table
Published: 2020-04-14
Author: Laurent Berge [aut, cre]
Maintainer: Laurent Berge <laurent.berge at>
License: GPL-3
NeedsCompilation: yes
SystemRequirements: C++11
Citation: fixest citation info
Materials: README NEWS
In views: Econometrics
CRAN checks: fixest results


Reference manual: fixest.pdf
Vignettes: fixest introduction
Package source: fixest_0.4.1.tar.gz
Windows binaries: r-prerelease:, r-release:, r-oldrel:
macOS binaries: r-prerelease: fixest_0.4.1.tgz, r-release: fixest_0.4.1.tgz, r-oldrel: fixest_0.3.1.tgz
Old sources: fixest archive

Reverse dependencies:

Reverse suggests: fplot, insight, performance


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