fixest: A fast and feature-rich framework for econometric estimations in R

Laurent R. Berg\'e, Kyle Butts and Grant McDermott

Papers from arXiv.org

Abstract: fixest is an R package for fast and flexible econometric estimation. It provides a unified framework for applied research, with comprehensive support for a diverse class of models: ordinary least squares, instrumental variables, generalized linear models, maximum likelihood, and difference-in-differences. The package particularly excels at fixed-effects estimation, supported by a novel fixed-point acceleration algorithm implemented in C++. This algorithm achieves rapid convergence across a variety of data contexts and enables efficient estimation of complex models, including those with varying slopes. An expressive formula interface facilitates multiple estimations, stepwise regressions, and variable interpolation in a single call. Users can adjust inference strategies on the fly, choosing from an array of built-in robust standard errors. The package also provides methods for publication-ready regression tables and coefficient plots. Benchmarks demonstrate that fixest offers best-in-class performance against leading alternatives in R, PYTHON, and JULIA.

Date: 2026-01, Revised 2026-04
New Economics Papers: this item is included in nep-ets
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