I am creating a file that is to be saved on a local user's computer (not rendered in a web browser).
I am currently using
You need to define the target character set.
– is not a valid character in the default ISO-8859-1 character set, so it's not decoded. Define UTF-8 as the output charset and it will decode:
echo html_entity_decode('–', ENT_NOQUOTES, 'UTF-8');
If at all possible, you should avoid HTML entities to begin with. I don't know where that encoded data comes from, but if you're storing it like this in the database or elsewhere, you're doing it wrong. Always store data UTF-8 encoded and only convert to HTML entities or otherwise escape for output when necessary.