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.

Tests Vignettes

Available Snapshots

This version of fixest can be found in the following snapshots:

Version History