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lfe (version 1.7-1289)

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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Version

Install

install.packages('lfe')

Monthly Downloads

9,992

Version

1.7-1289

License

Artistic-2.0

Maintainer

Simen Gaure

Last Published

March 13th, 2014

Functions in lfe (1.7-1289)

compfactor

Find the connected components
getfe

Retrieve the group fixed effects
demeanlist

Centre vectors on multiple groups
kaczmarz

Solve a linear system defined by factors
lfe-package

Linear Group Fixed Effects
summary.felm

Summarizing felm model fits
felm

Fitting linear models with multiple group fixed effects
is.estimable

Verify estimability of function
btrap

Bootstrap standard errors for the group fixed effects
efactory

Create estimable function