Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2026
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| Schlagworte: | |
| Online-Zugang: | https://arxiv.org/abs/2601.21749 |
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Inhaltsangabe:
- fixest is an R package for fast and flexible econometric estimation. It provides a unified framework for applied research, with comprehensive support for a diverse class of models: ordinary least squares, instrumental variables, generalized linear models, maximum likelihood, and difference-in-differences. The package particularly excels at fixed-effects estimation, supported by a novel fixed-point acceleration algorithm implemented in C++. This algorithm achieves rapid convergence across a variety of data contexts and enables efficient estimation of complex models, including those with varying slopes. An expressive formula interface facilitates multiple estimations, stepwise regressions, and variable interpolation in a single call. Users can adjust inference strategies on the fly, choosing from an array of built-in robust standard errors. The package also provides methods for publication-ready regression tables and coefficient plots. Benchmarks demonstrate that fixest offers best-in-class performance against leading alternatives in R, PYTHON, and JULIA.