Science Score: 36.0%
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○Scientific vocabulary similarity
Low similarity (13.3%) to scientific vocabulary
Keywords from Contributors
Repository
Fixed-effects estimations
Basic Info
- Host: GitHub
- Owner: lrberge
- Language: R
- Default Branch: master
- Homepage: https://lrberge.github.io/fixest/
- Size: 246 MB
Statistics
- Stars: 422
- Watchers: 10
- Forks: 65
- Open Issues: 92
- Releases: 4
Metadata Files
README.md
fixest: Fast and user-friendly fixed-effects estimation
The fixest package offers a family of functions to perform estimations with multiple fixed-effects in both an OLS and a GLM context. Please refer to the introduction for a walk-through.
At the time of writing of this page (February 2020), fixest is the fastest existing method to perform fixed-effects estimations, often by orders of magnitude. See below for a benchmarking with the fastest alternative software.
```R
To install from CRAN:
install.packages("fixest")
To install the latest stable development release:
install.packages("fixest", repos = c(ropensci = 'https://fastverse.r-universe.dev', CRAN = 'https://cloud.r-project.org')) ```
Benchmarking
Here is a comparison of the performance of fixest functions to other state of the art methods to perform estimations with multiple fixed-effects. The results are reported in the five figures below. Package fixest (black lines) is consistently faster in all situations.
Setup
The benchmarking was performed as follows: In the OLS context, we estimate the following equation:
The same functional form (one variable, three fixed-effects) is estimated for the Poisson, the Negative Binomial and the Logit cases (with ad hoc modifications to fit each model). See Berge (2018) for more details on the setup.
For the "difficult" benchmark (OLS only), the data is generated in a way that makes the convergence of the fixed-effects slow. The phenomenon of slow convergence is frequent for real micro-level data sets involving employee and firm fixed-effects for instance.
Each estimation is replicated 10 times and the average computing time is reported in the figures.
The alternative methods used for comparison are:
- OLS: felm (R: package lfe), reghdfe (Stata) and FixedEffectModels (Julia)
- Poisson: glmmboot (R: package glmmML), feglm (R: package alpaca) and ppmlhdfe (Stata)
- Negative Binomial: glm.nb (R: package MASS) and nbreg (Stata)
- Logit: glmmboot (R: package glmmML), feglm (R: package alpaca) and logit (Stata)
All the aforementioned packages were updated at the benchmarking date: February 2020.
The code and data for the benchmarking can be found in this folder.
Acknowledgements
Of course the development of fixest has been inspired and pushed forward by (almost all) these (great) packages used in the benchmarking and I am deeply indebted to their authors. Although fixest contains many features, some are still uncovered and you should definitely have a look at these packages.
Owner
- Name: Laurent Bergé
- Login: lrberge
- Kind: user
- Company: University of Bordeaux
- Website: https://sites.google.com/site/laurentrberge/
- Repositories: 8
- Profile: https://github.com/lrberge
Economist and programmer
GitHub Events
Total
- Issues event: 75
- Watch event: 37
- Member event: 1
- Issue comment event: 180
- Push event: 51
- Pull request review comment event: 7
- Pull request review event: 7
- Pull request event: 28
- Fork event: 4
- Create event: 2
Last Year
- Issues event: 75
- Watch event: 37
- Member event: 1
- Issue comment event: 180
- Push event: 51
- Pull request review comment event: 7
- Pull request review event: 7
- Pull request event: 28
- Fork event: 4
- Create event: 2
Committers
Last synced: over 2 years ago
Top Committers
| Name | Commits | |
|---|---|---|
| lrberge | l****e@h****r | 1,471 |
| Laurent BERGE | l****e@u****u | 53 |
| Bob Shepherd | me@n****u | 26 |
| Sebastian Krantz | s****z@g****h | 9 |
| Grant McDermott | g****t@g****m | 7 |
| Laurent Bergé | 4****e | 7 |
| tappek | 7****k | 5 |
| Kevin Wilson | k****n@g****m | 5 |
| Kyle F Butts | b****6@g****m | 1 |
| Vincent Arel-Bundock | v****k@u****a | 1 |
| Abinash Satapathy | i****8@g****m | 1 |
| Dirk Eddelbuettel | e****d@d****g | 1 |
Committer Domains (Top 20 + Academic)
Issues and Pull Requests
Last synced: 6 months ago
All Time
- Total issues: 249
- Total pull requests: 54
- Average time to close issues: 6 months
- Average time to close pull requests: 3 months
- Total issue authors: 146
- Total pull request authors: 11
- Average comments per issue: 2.12
- Average comments per pull request: 1.59
- Merged pull requests: 21
- Bot issues: 0
- Bot pull requests: 0
Past Year
- Issues: 54
- Pull requests: 28
- Average time to close issues: about 1 month
- Average time to close pull requests: 12 days
- Issue authors: 37
- Pull request authors: 3
- Average comments per issue: 1.65
- Average comments per pull request: 1.5
- Merged pull requests: 13
- Bot issues: 0
- Bot pull requests: 0
Top Authors
Issue Authors
- waynelapierre (11)
- kylebutts (10)
- Oravishayrizi (10)
- etiennebacher (6)
- turbanisch (6)
- raffaem (5)
- pachadotdev (5)
- s3alfisc (5)
- sondalex (5)
- MaelAstruc (5)
- StarryCatte (4)
- lrberge (4)
- grantmcdermott (4)
- statzhero (4)
- tlcaputi (4)
Pull Request Authors
- kylebutts (34)
- grantmcdermott (3)
- statzhero (3)
- etiennebacher (3)
- eyayaw (3)
- rvlenth (2)
- SebKrantz (2)
- pachadotdev (1)
- Abinashbunty (1)
- MaelAstruc (1)
- ShunsukeMatsuno (1)
Top Labels
Issue Labels
Pull Request Labels
Packages
- Total packages: 2
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Total downloads:
- cran 35,248 last-month
- Total docker downloads: 42,970
-
Total dependent packages: 30
(may contain duplicates) -
Total dependent repositories: 77
(may contain duplicates) - Total versions: 39
- Total maintainers: 1
cran.r-project.org: fixest
Fast Fixed-Effects Estimations
- Homepage: https://lrberge.github.io/fixest/
- Documentation: http://cran.r-project.org/web/packages/fixest/fixest.pdf
- License: GPL-3
-
Latest release: 0.13.2
published 6 months ago
Rankings
Maintainers (1)
conda-forge.org: r-fixest
- Homepage: https://lrberge.github.io/fixest/
- License: GPL-3.0-only
-
Latest release: 0.11.0
published over 3 years ago
Rankings
Dependencies
- R >= 3.5.0 depends
- Rcpp >= 1.0.5 imports
- dreamerr >= 1.2.3 imports
- grDevices * imports
- graphics * imports
- methods * imports
- nlme * imports
- numDeriv * imports
- sandwich * imports
- stats * imports
- tools * imports
- utils * imports
- MASS * suggests
- data.table * suggests
- ggplot2 * suggests
- knitr * suggests
- lfe * suggests
- pander * suggests
- pdftools * suggests
- plm * suggests
- rmarkdown * suggests
- tinytex * suggests
- actions/cache v2 composite
- actions/checkout v2 composite
- actions/upload-artifact main composite
- r-lib/actions/setup-pandoc v1 composite
- r-lib/actions/setup-r v1 composite