Fast Fixed-Effects Estimations
Overview
Fast and user-friendly estimation of econometric models with multiple fixed-effects. Includes ordinary least squares (OLS), instrumental variables (IV), generalized linear models (GLM), maximum likelihood estimation (ML), 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 Bergé, Butts, McDermott (2026) doi:10.48550/arXiv.2601.21749. Further provides tools to export and view the results of several estimations with intuitive design to change the standard-errors.
Bug fixes
- fix bug in vcov(): following v0.14.0, the returned object was a matrix of class
fixest_vcov-- which led to problem for matrix operations as it didn't inherit the matrix class. Now fixed, thanks to @strengejacke, #652. - fix bug in
xpd: variable completion with..suffix now works when after an underscore (e.g.xpd(~var_.., data = data.frame(var_1=1, var_2=2))) - fix bug in estimations with multiple RHSs where the part containing the variables common to all estimations is made of only variables equal to 0
- ensure the code is compatible with dreamerr v1.4.0 (could lead to rare but undecipherable bugs). Reported by @MichaelChirico, #668.
Vignettes
- consolidate the two
etablevignettes (exporting_tablesandetable_new_features) into a single document. By GMD, #648. - add theory to the VCOV vignette, plus many other changes. By Kyle Butts.
- new cheat sheet vignette containing quick reference tables
Other
- new README.md, with more recent benchmarks
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-07-24
- ERROR12 OK, 1 ERROR2026-07-23
- OK13 OK2026-06-09
Show 5 earlier changesHide 5 earlier changes
- ERROR12 OK, 1 ERROR2026-06-08
- OK12 OK2026-04-25
- NOTE11 OK, 3 NOTE2026-04-22
- ERROR10 OK, 3 NOTE, 1 ERROR2026-04-18
- NOTE11 OK, 3 NOTE2026-03-10
Documentation
- Help pages
- 112 (3 internal)includes a package overview page
- Examples that run
- 100%102 run in a plain check (1 of them under a condition)
- Exported functions with examples
- 92%
- Documented parameters
- 98%
- Return-value docs
- 86%
- Help pages citing references
- 12%
Also includes 1 demo script (run with demo())
Downloads
Repository
- PRs merged (all time)
- 51%
- Median days to close, 50 most recently updated closed issues
- 39
- Median days to close, 50 most recently updated closed PRs
- 4
Stars over time
Forks over time
Releases over time
Issues over time
PRs over time
5 development-tooling and community-health practices detected across 3 families in the upstream repository
Checks run against github.com/lrberge/fixest on 2026-10-18.
The R CMD check workflow runs on Linux, macOS and Windows
GitHub Pages site last deployed 2026-06-26
pkgdown site last built 2026-06-16, before release 0.14.2 (2026-06-26)
An outside contributor's pull request to this repository was written with an AI coding tool.
- Claude CodePull requests: 2 from outside contributors, first on 2026-03-19, 2 from forks
Dependencies
Installing fixest adds 7 packages (3 with compiled code, 8.3 MB of source tarballs). Heaviest: stringmagic 3.2 MB, Rcpp 1.8 MB, sandwich 1.4 MB.
Show the 48 most downloaded packagesHide the 48 most downloaded packages
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- 0.14.2Latest
- 0.14.12026-05-04 · diff ↗
- RR 4.6.0 released · 2026-04-24
- 0.14.02026-03-18 · diff ↗
- 0.13.2
- RR 4.5.0 released · 2025-04-11
- 0.12.12024-06-13 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 0.12.0
- 0.11.2
- RR 4.3.0 released · 2023-04-21
- 0.11.12023-01-10 · diff ↗
- 0.11.0
- RR 4.2.0 released · 2022-04-22
- 0.10.4
- 0.10.32022-03-02 · diff ↗
Show 28 earlier eventsHide 28 earlier events
- 0.10.22022-02-18 · diff ↗ ·
removed 1 export
obs2removeadded 5 exports
est_env, log_etable, ref, .dsb, .dsb0 - 0.10.12021-10-31 · diff ↗ ·
removed 1 export
extraline_registeradded 6 exports
extralines_register, check_conv_feols, dsb, n_unik, osize, sample_df - 0.10.02021-09-28 · diff ↗ ·
removed 1 export
ctableadded 11 exports
ssc, bin, vcov_cluster, vcov_DK, vcov_NW, vcov_conley, NW, newey_west, DK, driscoll_kraay, conley - 0.9.02021-06-19 · diff ↗ ·
removed 2 exports
interact, summadded 6 exports
feols.fit, extraline_register, fixest_startup_msg, iplot, degrees_freedom, obs - RR 4.1.0 released · 2021-05-18
- 0.8.42021-03-29 · diff ↗
- 0.8.32021-03-01 · diff ↗
- 0.8.22021-02-11 · diff ↗
- 0.8.12021-01-13 · diff ↗
- 0.8.02020-12-14 · diff ↗ ·
removed 3 exports
did_estimate_yearly_effects, did_plot_yearly_effects, errbaradded 4 exports
style.tex, style.df, fitstat_register, wald - 0.7.1
- 0.7.0
- 0.6.0
- 0.5.12020-06-18 · diff ↗
- 0.5.0
- RR 4.0.0 released · 2020-04-24
- 0.4.12020-04-14 · diff ↗
- 0.4.02020-03-29 · diff ↗
- unarchivedReturned to CRAN2020-02-09
- 0.3.12020-02-09 · diff ↗
- archivedRemoved from CRAN2020-02-08array overrun was not corrected in time
- 0.3.02020-02-01 · diff ↗ ·
added 15 exports
etable, coefplot, coeftable, ctable, se, tstat, pvalue, dof, panel, unpanel, f, l, i, interact, summ - 0.2.12019-11-23 · diff ↗
- 0.2.0
- 0.1.22019-10-04 · diff ↗
- 0.1.12019-09-20 · diff ↗
- 0.1.02019-09-03
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2019-09-03
- Total releases
- 34 / 7 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 214 KB / 6 files
- Download size
- 4.8 MB
Cite
Cite this package
Run in R for the authors' entry:
citation("fixest")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.48550/arxiv.2601.21749.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-20, which the citation names so these numbers can be found later. More on citing and the projects behind them.