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lfe (version 1.6-1163)

Linear Group Fixed Effects

Description

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 as pure control variables.

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Version

Install

install.packages('lfe')

Monthly Downloads

13,776

Version

1.6-1163

License

Artistic-2.0

Maintainer

Simen Gaure

Last Published

December 6th, 2013

Functions in lfe (1.6-1163)

btrap

Bootstrap standard errors for the group fixed effects
kaczmarz

Solve a linear system defined by factors
getfe

Retrieve the group fixed effects
felm

Fitting linear models with multiple group fixed effects
diammatrix

Find diameters of mobility graphs
lfe-package

Linear Group Fixed Effects
is.estimable

Verify estimability of function
demeanlist

Centre vectors on multiple groups
compfactor

Find the connected components
efactory

Create estimable function
summary.felm

Summarizing felm model fits