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fixest

Fast Fixed-Effects Estimations

v0.14.2 · Jun 26, 2026 · GPL-3

Description

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.

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CRAN Check Status

13 OK
Show all 13 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026
ERROR r-devel-linux-x86_64-debian-gcc

examples

Running massageExamples to create ‘fixest-Ex.R’ failed
Error in file(out, "wt") : cannot open the connection
Calls: <Anonymous> -> Rd2ex -> file
In addition: Warning message:
In file(out, "wt") :
  cannot open file '/tmp/Rtmpy9I5xr/filef55fe52e73491/getFixest_ssc.R': No space left on device
Execution halted
 NONE
OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 13.7Mb
  sub-directories of 1Mb or more:
    R      2.0Mb
    doc    4.6Mb
    libs   5.8Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 13.3Mb
  sub-directories of 1Mb or more:
    R      2.0Mb
    doc    4.6Mb
    libs   5.4Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is  8.9Mb
  sub-directories of 1Mb or more:
    R      1.5Mb
    doc    4.6Mb
    libs   1.6Mb
ERROR 10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
ERROR r-devel-windows-x86_64

whether package can be installed

Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.6/fixest.Rcheck/00install.out' for details.
NOTE r-oldrel-macos-arm64

installed package size

installed size is 13.7Mb
  sub-directories of 1Mb or more:
    R      2.0Mb
    doc    4.6Mb
    libs   5.8Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 13.3Mb
  sub-directories of 1Mb or more:
    R      2.0Mb
    doc    4.6Mb
    libs   5.4Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is  8.9Mb
  sub-directories of 1Mb or more:
    R      1.5Mb
    doc    4.6Mb
    libs   1.6Mb
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 13.6Mb
  sub-directories of 1Mb or more:
    R      2.0Mb
    doc    4.6Mb
    libs   5.7Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 13.0Mb
  sub-directories of 1Mb or more:
    R      2.0Mb
    doc    4.6Mb
    libs   5.2Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is  8.8Mb
  sub-directories of 1Mb or more:
    R      1.4Mb
    doc    4.6Mb
    libs   1.6Mb

Reverse Dependencies (51)

Dependency Network

Dependencies Reverse dependencies numDeriv nlme sandwich Rcpp dreamerr stringmagic did2s didimputation ggfixest DIDmultiplegt DIDmultiplegtDYN GWPR.light TwoWayFEWeights conleyreg effClust etwfe eventstudyr fect fixes fwlplot interflex +36 more reverse deps fixest

Version History

35 tracked
updated 0.14.2 ← 0.14.1 diff Jun 26, 2026
updated 0.14.1 ← 0.14.0 diff May 4, 2026
updated 0.14.0 ← 0.13.2 diff Mar 18, 2026
new 0.13.2 Mar 10, 2026
updated 0.13.2 ← 0.12.1 diff Sep 7, 2025
updated 0.12.1 ← 0.12.0 diff Jun 12, 2024
updated 0.12.0 ← 0.11.2 diff Apr 17, 2024
updated 0.11.2 ← 0.11.1 diff Nov 23, 2023
updated 0.11.1 ← 0.11.0 diff Jan 9, 2023
updated 0.11.0 ← 0.10.4 diff Oct 18, 2022
updated 0.10.4 ← 0.10.3 diff Mar 31, 2022
updated 0.10.3 ← 0.10.2 diff Mar 1, 2022
updated 0.10.2 ← 0.10.1 diff Feb 17, 2022
updated 0.10.1 ← 0.10.0 diff Oct 30, 2021
updated 0.10.0 ← 0.9.0 diff Sep 27, 2021