Package: fixest 0.14.2

Preliminaries | Displaying tables in the console | Styling console output with style.df | Postprocessing with postprocess.df | Setting default values | Exporting tables to LaTeX | Styling LaTeX output with style.tex | Postprocessing with postprocess.tex | Setting default values: LaTeX edition | Highlighting coefficients | Frame | Row colors | Style | LaTeX extras | threeparttable | adjustbox | makecell | Exporting tables to other formats | Exporting tables as PNGs | Quarto and Rmarkdown: argument markdown | CSS for custom HTML output | Monitoring the look of the tables: the argument page.width | RStudio and Positron (VS Code): argument view | Custom fit statistics | Other tabling software

Review of theory | FWL for variance-covariance matrix | Generalized linear models | How standard-errors are computed in fixest | The argument vcov | Classical standard errors | Heteroskedasticity-robust standard errors | Cluster-robust standard errors | Heteroskedasticity and auto-corrleation robust standard errors | Spatial-correlation robust standard errors | Other options | Small sample correction | Yet more details | Replicating standard-errors from other methods | The data set and heteroskedasticity-robust SEs | "IID" SEs in the presence of fixed-effects | Clustered SEs | HAC SEs | Other multiple fixed-effects methods | Defining how to compute the standard-errors once and for all | Changelog | References & acknowledgments

What collinearity is | This document's definitions | Why collinearity can be a problem | Technical reason | Substantial reason | When is collinearity a problem? | The model is misspecified | Example 1: Gender gap in publications | Example 2: Sneaky misspecification | Econometrics software and collinearity | Detecting collinearity: Automatic variable removal algorithms | Collinearity is a numerical problem | When automatic removal is good | When automatic removal bites

Simple example using trade data | Estimation | Clustering the standard-errors | Other standard-errors | Other estimation functions | Viewing the results in R | Multiple estimations | Exporting the results to Latex | An elaborate example | Extracting the fixed-effects coefficients | The vcov argument | Basics: main calls and shortcuts | Using dedicated functions | Small sample correction | Other types of VCOVs | Instrumental variables | Interaction terms | Interactions involving fixed-effects | Combining several fixed-effects (fe1^fe2^fe3...) | Varying slopes (fe[x]) | Interactions that don't involve fixed-effects | A compact syntax for factors and interactions: i() | Simple difference-in-differences (TWFE) | Staggered difference-in-differences (Sun and Abraham, 2020) | Additional features | Formula: macros and dot square brackets | Formula macros | The dot square bracket operator | Lagging variables | Lagging variables in an estimation | Setting up a panel data set | Creating lag/lead variables | Non-linear in parameters example | Adding fixed-effects to non-linear in parameters models | Multi-threading

First illustration | Performing multiple estimations | Multiple LHS | Multiple RHS and fixed-effects: stepwise functions | Split sample estimations | Combining multiple estimations | Manipulation of multiple estimations | Basic access | Putting order | Some notes | Note on standard-errors | Note on IVs | Note on memory usage