lfe: Linear Group Fixed Effects

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 dependencies:

Reverse suggests: broom
Reverse enhances: stargazer


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