Transforms away factors with many levels prior to doing an OLS. Useful for estimating linear models with multiple group fixed effects, and for estimating linear models which uses factors with many levels as pure control variables. Includes support for instrumental variables, conditional F statistics for weak instruments, robust and multi-way clustered standard errors, as well as limited mobility bias correction.
| Version: | 2.5-1998 |
| Depends: | R (≥ 2.15.2), Matrix (≥ 1.1-2) |
| Imports: | Formula, xtable, compiler, utils, methods, sandwich |
| Suggests: | knitr, igraph, plm, R2Cuba, numDeriv |
| Published: | 2016-04-19 |
| Author: | Simen Gaure, Ragnar Frisch Centre for Economic Research |
| Maintainer: | Simen Gaure <Simen.Gaure at frisch.uio.no> |
| License: | Artistic-2.0 |
| Copyright: | 2011-2016, Simen Gaure |
| NeedsCompilation: | yes |
| Classification/JEL: | C13, C23, C60 |
| Classification/MSC: | 62J05, 65F10, 65F50 |
| Citation: | lfe citation info |
| Materials: | NEWS |
| In views: | Econometrics |
| CRAN checks: | lfe results |
| Reference manual: | lfe.pdf |
| Vignettes: |
Limited mobility bias correction Multicollinearity, identification, and estimable functions How lfe works Convergence rate with examples |
| Package source: | lfe_2.5-1998.tar.gz |
| Windows binaries: | r-devel: lfe_2.5-1998.zip, r-release: lfe_2.5-1998.zip, r-oldrel: lfe_2.5-1998.zip |
| OS X El Capitan binaries: | r-release: lfe_2.5-1998.tgz |
| OS X Mavericks binaries: | r-oldrel: lfe_2.5-1998.tgz |
| Old sources: | lfe archive |
| Reverse suggests: | broom |
| Reverse enhances: | stargazer |
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