Package: fereg 0.4.0
Leo Liu
fereg: Fast Fixed-Effects Estimation with the 'fixest' Interface
Ordinary least squares, two-stage least squares, Poisson and logit regressions with any number of high-dimensional fixed effects, interactions of fixed effects, varying slopes, weights and iid, heteroskedasticity-robust (HC1, HC2, HC3), multiway-clustered, CRV3, Newey-West, Driscoll-Kraay or Conley standard errors. The formula syntax, arguments, results and methods follow the 'fixest' package and reproduce its estimates. The computations run in a parallel 'Rust' library that eliminates the largest fixed effect exactly and solves for the others by preconditioned conjugate gradient.
Authors:
fereg_0.4.0.tar.gz
fereg_0.4.0.zip(r-4.7-x86_64)fereg_0.4.0.zip(r-4.7-arm64)fereg_0.4.0.zip(r-4.6-x86_64)fereg_0.4.0.zip(r-4.6-arm64)
fereg_0.4.0.tar.gz(r-4.7-arm64)fereg_0.4.0.tar.gz(r-4.7-x86_64)fereg_0.4.0.tar.gz(r-4.6-arm64)fereg_0.4.0.tar.gz(r-4.6-x86_64)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
fereg/json (API)
| # Install 'fereg' in R: |
| install.packages('fereg', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/leoliu0/fereg/issues
- trade_toy - Simulated panel for examples
Last updated from:c82cd13509. Checks:9 OK, 1 FAIL. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 385 | ||
| linux-devel-x86_64 | OK | 346 | ||
| source / vignettes | OK | 430 | ||
| linux-release-arm64 | OK | 389 | ||
| linux-release-x86_64 | OK | 336 | ||
| windows-devel-arm64 | OK | 785 | ||
| windows-devel-x86_64 | OK | 603 | ||
| windows-release-arm64 | OK | 763 | ||
| windows-release-x86_64 | OK | 669 | ||
| wasm-release | FAIL | 116 |
Exports:coeftableconleyDKdriscoll_kraayetablefeglmfeolsfepoisfitstatfixefnewey_westNWpvaluer2sessctstatvcov_clustervcov_conleyvcov_crv3vcov_DKvcov_heterovcov_NW
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Table of estimation results | etable |
| Fixed-effects OLS and IV estimation | feols |
| Fixed-effects Poisson and logit estimation | feglm fepois |
| Multiple estimations | as.list.fereg_multi coef.fereg_multi fereg_multi nobs.fereg_multi print.fereg_multi summary.fereg_multi [.fereg_multi |
| Methods for fereg objects | AIC.fereg BIC.fereg coef.fereg confint.fereg deviance.fereg fereg-methods fitted.fereg logLik.fereg nobs.fereg predict.fereg residuals.fereg sigma.fereg summary.fereg vcov.fereg |
| Fit statistics | fitstat |
| Fixed effects of an estimation | fixef |
| R-squared variants | r2 |
| Coefficient table accessors | coeftable pvalue se tstat |
| Small-sample correction | ssc |
| Simulated panel for examples | trade_toy |
| Variance requests | conley DK driscoll_kraay newey_west NW vcov_cluster vcov_conley vcov_crv3 vcov_DK vcov_hetero vcov_NW vcov_requests |