fixest
Fast Fixed-Effects Estimations
Fast and user-friendly estimation of econometric models with multiple fixed-effects. Includes ordinary least squares (OLS), instrumental variables (IV), generalized linear models (GLM), maximum likelihood estimation (ML), 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 Bergé, Butts, McDermott (2026) <doi:10.48550/arXiv.2601.21749>. Further provides tools to export and view the results of several estimations with intuitive design to change the standard-errors.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.14.0 |
rolling linux/jammy R-4.5 | fixest_0.14.0.tar.gz |
4.4 MiB |
0.14.0 |
rolling linux/noble R-4.5 | fixest_0.14.0.tar.gz |
4.4 MiB |
0.14.0 |
rolling source/ R- | fixest_0.14.0.tar.gz |
2.6 MiB |
0.14.0 |
latest linux/jammy R-4.5 | fixest_0.14.0.tar.gz |
4.4 MiB |
0.14.0 |
latest linux/noble R-4.5 | fixest_0.14.0.tar.gz |
4.4 MiB |
0.14.0 |
latest source/ R- | fixest_0.14.0.tar.gz |
2.6 MiB |
0.14.0 |
2026-04-26 source/ R- | fixest_0.14.0.tar.gz |
2.6 MiB |
0.14.0 |
2026-04-23 source/ R- | fixest_0.14.0.tar.gz |
2.6 MiB |
0.14.0 |
2026-04-09 windows/windows R-4.5 | fixest_0.14.0.zip |
4.7 MiB |
0.12.1 |
2025-04-20 source/ R- | fixest_0.12.1.tar.gz |
2.2 MiB |