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

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  • Laurent R. Berg'e
  • Kyle Butts
  • Grant McDermott

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.

Suggested Citation

  • Laurent R. Berg'e & Kyle Butts & Grant McDermott, 2026. "fixest: A fast and feature-rich framework for econometric estimations in R," Papers 2601.21749, arXiv.org, revised Apr 2026.
    • Handle: RePEc:arx:papers:2601.21749
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    References listed on IDEAS

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