R: Fast Fixed-Effects Estimations

# Fast Fixed-Effects Estimations

## Documentation for package ‘fixest’ version 0.14.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Code demos. Use demo() to run them.
- Package NEWS
- Package README

## Help Pages

A B C D E F G H I L M N O P R S T U V W X misc

## -- 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_pub | Publication data sample
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 --

case.names.fixest | Extracts the observations used for the estimation
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
demeaning_algo | Controls the parameters of the demeaning procedure
deviance.fixest | Extracts the deviance of a fixest estimation
df.residual.fixest | Residual degrees-of-freedom for 'fixest' objects
did_means | Treated and control sample descriptives
DK | HAC VCOVs
driscoll_kraay | HAC VCOVs
dsb | Simple and powerful string manipulation with the dot square bracket operator

## -- E --

emmeans_support | Support for emmeans package
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_data | Retrieves the data set used for a 'fixest' estimation
fixest_startup_msg | Permanently removes the fixest package startup message
formula.fixest | Extract the formula of a 'fixest' fit
formula.fixest_multi | Extract the formula of a 'fixest' fit
fulton | Fulton Fish Market data

## -- 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_multi | Sets properties of 'fixest_multi' objects
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 | Gets the default values for the small sample correction
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
mvsw | Stepwise estimation tools

## -- N --

newey_west | HAC VCOVs
nobs.fixest | Extracts the number of observations form a 'fixest' object
NW | HAC VCOVs
n_models | Gets the dimension of 'fixest_multi' objects
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 | plot methods for 'fixest' and 'fixest_multi' objects
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.fixest_vcov | A print facility for the VCOVs from 'fixest' objects.
print.list_n_unik | Prints the number of unique elements in a data set
print.osize | Formatted object size
print.ssc_type | Method to print the type of small sample correction
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.fixest_vcov | Extracts the coefficients table from an estimation
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_multi | Sets properties of 'fixest_multi' objects
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 | Sets the default values for the small sample correction
setFixest_vcov | Sets the default type of standard errors to be used
sigma.fixest | Residual standard deviation of 'fixest' estimations
sparse_model_matrix | Design matrix of a 'fixest' object returned in sparse format
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
update.fixest_multi | 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_hetero | Heteroskedasticity-Robust VCOV
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