fixest: 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.

Version: 0.12.1
Depends: R (≥ 3.5.0)
Imports: stats, graphics, grDevices, tools, utils, methods, numDeriv, nlme, sandwich, Rcpp (≥ 1.0.5), dreamerr (≥ 1.4.0), stringmagic (≥ 1.1.2)
LinkingTo: Rcpp
Suggests: knitr, rmarkdown, data.table, plm, MASS, pander, ggplot2, lfe, tinytex, pdftools, emmeans, estimability, AER
Published: 2024-06-13
DOI: 10.32614/CRAN.package.fixest
Author: Laurent Berge [aut, cre], Sebastian Krantz [ctb], Grant McDermott ORCID iD [ctb], Russell Lenth [ctb]
Maintainer: Laurent Berge <laurent.berge at>
License: GPL-3
NeedsCompilation: yes
Citation: fixest citation info
Materials: README NEWS
In views: CausalInference, Econometrics
CRAN checks: fixest results


Reference manual: fixest.pdf
Vignettes: Exporting estimation tables
fixest introduction
Multiple estimations
On standard-errors


Package source: fixest_0.12.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): fixest_0.12.1.tgz, r-oldrel (arm64): fixest_0.12.0.tgz, r-release (x86_64): fixest_0.12.1.tgz, r-oldrel (x86_64): fixest_0.12.0.tgz
Old sources: fixest archive

Reverse dependencies:

Reverse depends: did2s, didimputation, ggfixest
Reverse imports: conleyreg, DIDmultiplegt, effClust, etwfe, fect, fwlplot, inters, ivDiag, panelsummary, penppml, speccurvieR, tradepolicy, TwoWayFEWeights
Reverse suggests: broom, broom.helpers, clarify, collapse, DiDforBigData, fplot, getspanel, ggeffects, insight, marginaleffects, modelsummary, multcomp, parameters, performance, plm, RoBMA, summclust
Reverse enhances: texreg


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