R: Fast and User-Friendly Fixed-Effects Estimations

_index_ {fixest} | R Documentation

## Fast and User-Friendly Fixed-Effects Estimations

### Description

The package fixest provides a family of functions to perform estimations with multiple fixed-effects. Standard-errors can be easily and intuitively clustered. It also includes tools to seamlessly export the results of various estimations.

- To get started, look at the introduction.

### Details

The main features are:

- Estimation. The core functions are: `feols`, `feglm` and `femlm` to estimate, respectively, linear models, generalized linear models and maximum likelihood models with multiple fixed-effects. The function `feNmlm` allows the inclusion of non-linear in parameters right hand sides. Finally `fepois` and `fenegbin` are shorthands to estimate Poisson and Negative Binomial models.

- Multiple estimationsYou can perform multiple estimations at once with the `stepwise` functions. It's then very easy to manipulate multiple results with the associated methods. See an introduction in the dedicated vignette: Multiple estimations

- Easy and flexible clustering of standard-errors. By using the arguments `se` and `dof` (see `summary.fixest`). To have a sense of how the standard errors are computed, see the vignette On standard-errors.

- Visualization and exportation of results. You can visualize the results of multiple estimations in R, or export them in Latex using the function `etable`. This vignette details how to customize the Latex tables: Exporting estimation tables.

- Plot multiple results. You can plot the coefficients and confidence intervals of estimations easily with the function `coefplot`. This function also offers a specific layout for interactions.

### References

Berge, Laurent, 2018, "Efficient estimation of maximum likelihood models with multiple fixed-effects: the R package FENmlm." CREA Discussion Papers, 13 (https://wwwen.uni.lu/content/download/110162/1299525/file/2018_13).

[Package fixest version 0.8.4 Index]