Fast Fixed-Effects Estimations
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Documentation for package ‘fixest’ version 0.11.1
- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Code demos. Use demo() to run them.
Help Pages
A B C D E F G H I L M N O P R S T U V W X misc
| fixest-package | Fast and User-Friendly Fixed-Effects Estimations |
-- A --
| aggregate.fixest | Aggregates the values of DiD coefficients a la Sun and Abraham |
| AIC.fixest | Aikake's an information criterion |
| as.dict | Transforms a character string into a dictionary |
| as.list.fixest_multi | Transforms a fixest_multi object into a list |
-- B --
| base_did | Sample data for difference in difference |
| base_stagg | Sample data for staggered difference in difference |
| BIC.fixest | Bayesian information criterion |
| bin | Bins the values of a variable (typically a factor) |
| bread.fixest | Extracts the bread matrix from fixest objects |
-- C --
| check_conv_feols | Check the fixed-effects convergence of a 'feols' estimation |
| coef.fixest | Extracts the coefficients from a 'fixest' estimation |
| coef.fixest_multi | Extracts the coefficients of fixest_multi objects |
| coefficients.fixest | Extracts the coefficients from a 'fixest' estimation |
| coefficients.fixest_multi | Extracts the coefficients of fixest_multi objects |
| coefplot | Plots confidence intervals and point estimates |
| coeftable | Extracts the coefficients table from an estimation |
| coeftable.default | Extracts the coefficients table from an estimation |
| coeftable.fixest | Obtain various statistics from an estimation |
| coeftable.fixest_multi | Extracts the coefficients tables from 'fixest_multi' estimations |
| collinearity | Collinearity diagnostics for 'fixest' objects |
| confint.fixest | Confidence interval for parameters estimated with 'fixest' |
| confint.fixest_multi | Confidence intervals for 'fixest_multi' objects |
| conley | Conley VCOV |
| csw | Stepwise estimation tools |
| csw0 | Stepwise estimation tools |
-- D --
| d | Lags a variable in a 'fixest' estimation |
| degrees_freedom | Gets the degrees of freedom of a 'fixest' estimation |
| degrees_freedom_iid | Gets the degrees of freedom of a 'fixest' estimation |
| demean | Centers a set of variables around a set of factors |
| deviance.fixest | Extracts the deviance of a fixest estimation |
| did_means | Treated and control sample descriptives |
| DK | HAC VCOVs |
| dof | Governs the small sample correction in 'fixest' VCOVs |
| driscoll_kraay | HAC VCOVs |
| dsb | Simple and powerful string manipulation with the dot square bracket operator |
-- E --
| estfun.fixest | Extracts the scores from a fixest estimation |
| esttable | Estimations table (export the results of multiples estimations to a DF or to Latex) |
| esttex | Estimations table (export the results of multiples estimations to a DF or to Latex) |
| est_env | Estimates a 'fixest' estimation from a 'fixest' environment |
| etable | Estimations table (export the results of multiples estimations to a DF or to Latex) |
| extralines_register | Register 'extralines' macros to be used in 'etable' |
-- F --
| f | Lags a variable in a 'fixest' estimation |
| fdim | Formatted dimension |
| feglm | Fixed-effects GLM estimations |
| feglm.fit | Fixed-effects GLM estimations |
| femlm | Fixed-effects maximum likelihood models |
| fenegbin | Fixed-effects maximum likelihood models |
| feNmlm | Fixed effects nonlinear maximum likelihood models |
| feols | Fixed-effects OLS estimation |
| feols.fit | Fixed-effects OLS estimation |
| fepois | Fixed-effects GLM estimations |
| fitstat | Computes fit statistics of fixest objects |
| fitstat_register | Register custom fit statistics |
| fitted.fixest | Extracts fitted values from a 'fixest' fit |
| fitted.values.fixest | Extracts fitted values from a 'fixest' fit |
| fixef.fixest | Extract the Fixed-Effects from a 'fixest' estimation. |
| fixest | Fast and User-Friendly Fixed-Effects Estimations |
| fixest_startup_msg | Permanently removes the fixest package startup message |
| formula.fixest | Extract the formula of a 'fixest' fit |
-- G --
| getFixest_coefplot | Sets the defaults of coefplot |
| getFixest_dict | Sets/gets the dictionary relabeling the variables |
| getFixest_estimation | Default arguments for fixest estimations |
| getFixest_etable | Estimations table (export the results of multiples estimations to a DF or to Latex) |
| getFixest_fml | Sets/gets formula macros |
| getFixest_notes | Sets/gets whether to display notes in 'fixest' estimation functions |
| getFixest_nthreads | Sets/gets the number of threads to use in 'fixest' functions |
| getFixest_print | A print facility for 'fixest' objects. |
| getFixest_ssc | Governs the small sample correction in 'fixest' VCOVs |
| getFixest_vcov | Sets the default type of standard errors to be used |
-- H --
| hatvalues.fixest | Hat values for 'fixest' objects |
-- I --
| i | Create, or interact variables with, factors |
| iplot | Plots confidence intervals and point estimates |
-- L --
| l | Lags a variable in a 'fixest' estimation |
| lag.formula | Lags a variable using a formula |
| lag_fml | Lags a variable using a formula |
| logLik.fixest | Extracts the log-likelihood |
| log_etable | Estimations table (export the results of multiples estimations to a DF or to Latex) |
-- M --
| model.matrix.fixest | Design matrix of a 'fixest' object |
| models | Extracts the models tree from a 'fixest_multi' object |
-- N --
| newey_west | HAC VCOVs |
| nobs.fixest | Extracts the number of observations form a 'fixest' object |
| NW | HAC VCOVs |
| n_unik | Prints the number of unique elements in a data set |
-- O --
| obs | Extracts the observations used for the estimation |
| osize | Formatted object size |
-- P --
| panel | Constructs a 'fixest' panel data base |
| plot.fixest.fixef | Displaying the most notable fixed-effects |
| predict.fixest | Predict method for 'fixest' fits |
| print.etable_df | Estimations table (export the results of multiples estimations to a DF or to Latex) |
| print.etable_tex | Estimations table (export the results of multiples estimations to a DF or to Latex) |
| print.fixest | A print facility for 'fixest' objects. |
| print.fixest_fitstat | Print method for fit statistics of fixest estimations |
| print.fixest_multi | Print method for fixest_multi objects |
| print.list_n_unik | Prints the number of unique elements in a data set |
| print.osize | Formatted object size |
| print.vec_n_unik | Prints the number of unique elements in a data set |
| pvalue | Extracts the coefficients table from an estimation |
| pvalue.default | Extracts the coefficients table from an estimation |
| pvalue.fixest | Obtain various statistics from an estimation |
| pvalue.fixest_multi | Extracts the coefficients tables from 'fixest_multi' estimations |
-- R --
| r2 | R2s of 'fixest' models |
| ref | Refactors a variable |
| rep.fixest | Replicates 'fixest' objects |
| rep.fixest_list | Replicates 'fixest' objects |
| resid.fixest | Extracts residuals from a 'fixest' object |
| resid.fixest_multi | Extracts the residuals from a 'fixest_multi' object |
| residuals.fixest | Extracts residuals from a 'fixest' object |
| residuals.fixest_multi | Extracts the residuals from a 'fixest_multi' object |
-- S --
| sample_df | Randomly draws observations from a data set |
| se | Extracts the coefficients table from an estimation |
| se.default | Extracts the coefficients table from an estimation |
| se.fixest | Obtain various statistics from an estimation |
| se.fixest_multi | Extracts the coefficients tables from 'fixest_multi' estimations |
| se.matrix | Extracts the coefficients table from an estimation |
| setFixest_coefplot | Sets the defaults of coefplot |
| setFixest_dict | Sets/gets the dictionary relabeling the variables |
| setFixest_estimation | Default arguments for fixest estimations |
| setFixest_etable | Estimations table (export the results of multiples estimations to a DF or to Latex) |
| setFixest_fml | Sets/gets formula macros |
| setFixest_notes | Sets/gets whether to display notes in 'fixest' estimation functions |
| setFixest_nthreads | Sets/gets the number of threads to use in 'fixest' functions |
| setFixest_print | A print facility for 'fixest' objects. |
| setFixest_ssc | Governs the small sample correction in 'fixest' VCOVs |
| setFixest_vcov | Sets the default type of standard errors to be used |
| sigma.fixest | Residual standard deviation of 'fixest' estimations |
| ssc | Governs the small sample correction in 'fixest' VCOVs |
| stepwise | Stepwise estimation tools |
| style.df | Style of data.frames created by etable |
| style.tex | Style definitions for Latex tables |
| summary.fixest | Summary of a 'fixest' object. Computes different types of standard errors. |
| summary.fixest.fixef | Summary method for fixed-effects coefficients |
| summary.fixest_check_conv | Check the fixed-effects convergence of a 'feols' estimation |
| summary.fixest_list | Summary of a 'fixest' object. Computes different types of standard errors. |
| summary.fixest_multi | Summary for fixest_multi objects |
| sunab | Sun and Abraham interactions |
| sunab_att | Sun and Abraham interactions |
| sw | Stepwise estimation tools |
| sw0 | Stepwise estimation tools |
-- T --
| terms.fixest | Extract the terms |
| to_integer | Fast transform of any type of vector(s) into an integer vector |
| trade | Trade data sample |
| tstat | Extracts the coefficients table from an estimation |
| tstat.default | Extracts the coefficients table from an estimation |
| tstat.fixest | Obtain various statistics from an estimation |
| tstat.fixest_multi | Extracts the coefficients tables from 'fixest_multi' estimations |
-- U --
| unpanel | Dissolves a 'fixest' panel |
| update.fixest | Updates a 'fixest' estimation |
-- V --
| vcov.fixest | Computes the variance/covariance of a 'fixest' object |
| vcov_cluster | Clustered VCOV |
| vcov_conley | Conley VCOV |
| vcov_DK | HAC VCOVs |
| vcov_hac | HAC VCOVs |
| vcov_NW | HAC VCOVs |
-- W --
| wald | Wald test of nullity of coefficients |
| weights.fixest | Extracts the weights from a 'fixest' object |
-- X --
| xpd | Expands formula macros |
-- misc --
| .l | Replicates 'fixest' objects |
| [.fixest_multi | Subsets a fixest_multi object |
| [.fixest_panel | Method to subselect from a 'fixest_panel' |
| [[.fixest_multi | Extracts one element from a 'fixest_multi' object |
| _index_ | Fast and User-Friendly Fixed-Effects Estimations |