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_BENCHMARK
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Replication code and data for the benchmarking of the package: ____________ || fixest || ************ *********** * SCRIPTS * *********** - Data generation.R: R code for data simulation - Benchmark_R.R: benchmarking code in R - Benchmark_Stata.do: benchmarking code in Stata - Benchmark.jl: Benchmarking code in Julia - Collecting results: compilation of R and Stata results ************* * DATA SETS * ************* Main data sets used in replication: - [DATA/] base_10M.csv: simulated data set for 10M obs. - [DATA/] base_all_simulations.Rdata: array of all simulated data sets - [_STATA/] base_s1_r1.dta to base_square_s4_g2_r10.dta: same data sets as in base_all_simulations.Rdata but in Stata format Timing results of the replication: - [DATA/] results_bench_R.txt: Results of the benchmarking of R functions - [DATA/] results_diff_bench_R.txt: Results of the benchmarking of fixest and lfe for the difficult data set - [DATA/] julia_bench_[nbFixef]FE.txt & julia_bench_diff.txt: results of the Julia benchmarking for nbFixef FEs, and for the difficult data set - [_STATA/] a2reg_G2.txt to xtpoisson_G3.txt ([funname]_G[nbFixef].txt): benchmarking results for each Stata function, for each number of fixed-effects (from 1 to 3) - [DATA/] results_all.txt & results_diff_all.txt: compilation of R, Stata and Julia results -- same for the difficult data set ************************** * ADDITIONAL INFORMATION * ************************** - All packages for R, Stata and Julia were updated in February 2020. - You need to provide the right path to the data sets for the code to run ****************** * LOG OF CHANGES * ****************** - [7 Fev 2020]: * The benchmark folder containing all replication files has been moved to GitHub * New "difficult" benchmark has been added for OLS - [18 Nov 2019]: * name harmonizaiton (dropping _rect suffix [coming from a former battery of benchmarks]) * variable ln_y (=log(y+1)) now directly exists in the data sets (would otherwise lead to unfair advantage to Stata where the variable was computed before the estimation). Code updated accordingly * functions plm, a2reg, xtpoisson and poi2hdfe removed from the benchmark. * reordering of the models in Benchmark_Stata.do