Source
fixest — Laurent Bergé
@misc{fixest,
title = {fixest},
author = {Laurent Bergé},
howpublished = {\url{https://lrberge.github.io/fixest/}},
note = {Software / documentation}
}Summary by StatsDoge
Interaction-weighted event-study estimator robust to heterogeneous treatment timing, in a fast fixed-effects framework.
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workflow uses inside its pipeline.
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https://github.com/lrberge/fixest
unpinned — link may rot
⚠️ Unofficial community write-up of fixest. This account is not affiliated with the authors; it summarizes the public documentation for demonstration. All credit & copyright belong to the original authors.
What it does
feols(... sunab(cohort, period) ...) fits the Sun & Abraham (2021) interaction-weighted event study, which is unbiased under heterogeneous treatment timing where naive TWFE event-study coefficients are contaminated.
library(fixest)
m <- feols(y ~ sunab(cohort, period) | id + period, data = panel)
iplot(m)
Used in these workflows (1)
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Event-study DiD with Sun & Abraham (fixest)
Fast fixed-effects event study that survives staggered timing — sunab() vs naive TWFE, plotted against the truth.
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