Fast Fixed-Effects Estimations


[Up] [Top]

Documentation for package ‘fixest’ version 0.9.0

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.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
bread.fixest Extracts the bread matrix from fixest objects

-- C --

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 Obtain various statistics from an estimation
collinearity Collinearity diagnostics for 'fixest' objects
confint.fixest Confidence interval for parameters estimated with 'fixest'
csw Stepwise estimation tools
csw0 Stepwise estimation tools
ctable Obtain various statistics from an estimation

-- D --

d Lags a variable in a 'fixest' estimation
degrees_freedom 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
dof Type of degree of freedom in fixest summary

-- 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)
etable Estimations table (export the results of multiples estimations to a DF or to Latex)
extraline_register Register 'extraline' macros to be used in 'etable'

-- F --

f Lags a variable in a 'fixest' estimation
feglm Fixed-effects GLM estimations
feglm.fit Fixed-effects GLM estimations
femlm Fixed-effects maximum likelihood model
fenegbin Fixed-effects maximum likelihood model
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_dof Type of degree of freedom in fixest summary
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_se 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
logLik.fixest Extracts the log-likelihood

-- M --

model.matrix.fixest Design matrix of a 'fixest' object

-- N --

nobs.fixest Extracts the number of observations form a 'fixest' object

-- O --

obs Extracts the observations used for the estimation

-- 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.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
pvalue Obtain various statistics from an estimation

-- R --

r2 R2s of 'fixest' models
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 --

se Obtain various statistics from an estimation
setFixest_coefplot Sets the defaults of coefplot
setFixest_dict Sets/gets the dictionary relabeling the variables
setFixest_dof Type of degree of freedom in fixest summary
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_se Sets the default type of standard errors to be used
sigma.fixest Residual standard deviation of 'fixest' estimations
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_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 Obtain various statistics from an estimation

-- U --

unpanel Dissolves a 'fixest' panel
update.fixest Updates a 'fixest' estimation

-- V --

vcov.fixest Computes the variance/covariance of a 'fixest' object

-- W --

wald Wald test of nullity of coefficients
weights.fixest Extracts the weights from a 'fixest' object

-- X --

xpd Expands formula macros

-- misc --

$.fixest_multi Extracts the root of a fixest_multi object
.l Replicates fixest objects
[.fixest_multi Subset 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