fixest (0.1.0)
Fast Fixed-Effects Estimations.
http://cran.r-project.org/web/packages/fixest
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.
Maintainer:
Laurent Berge
Author(s): Laurent Berge [aut, cre]
License: GPL-3
Uses: Formula, MASS, nlme, numDeriv, Rcpp, data.table, knitr
Reverse suggests: fplot, insight
Released 3 months ago.