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: 2.8-3
Depends: R (≥ 2.15.2), Matrix (≥ 1.1-2)
Imports: Formula, xtable, compiler, utils, methods, sandwich, parallel
Suggests: knitr, digest, igraph, plm, cubature (≥ 2.0.3), numDeriv, data.table, alpaca
Published: 2019-03-27
Author: Simen Gaure ORCID iD [aut, cre]
Maintainer: Simen Gaure <Simen.Gaure at frisch.uio.no>
BugReports: https://github.com/sgaure/lfe/issues
License: Artistic-2.0
Copyright: 2011-2018, Simen Gaure
URL: https://github.com/sgaure/lfe
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_2.8-3.tar.gz
Windows binaries: r-devel: lfe_2.8-3.zip, r-release: lfe_2.8-3.zip, r-oldrel: lfe_2.8-3.zip
OS X binaries: r-release: lfe_2.8-3.tgz, r-oldrel: lfe_2.8-3.tgz
Old sources: lfe archive

Reverse dependencies:

Reverse imports: ExPanDaR, interflex
Reverse suggests: broom, DeclareDesign, estimatr, insight
Reverse enhances: stargazer


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