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lfe (version 1.7-1286)

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. Includes support for instrumented variables, robust and multi-way clustered standard errors.

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Install

install.packages('lfe')

Monthly Downloads

13,284

Version

1.7-1286

License

Artistic-2.0

Maintainer

Last Published

March 9th, 2014

Functions in lfe (1.7-1286)