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lfe (version 1.7-1404)

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

13,354

Version

1.7-1404

License

Artistic-2.0

Maintainer

Simen Gaure

Last Published

October 10th, 2014

Functions in lfe (1.7-1404)

kaczmarz

Solve a linear system defined by factors
compfactor

Find the connected components
felm

Fit a linear model with multiple group fixed effects
summary.felm

Summarize felm model fits
getfe

Retrieve the group fixed effects
demeanlist

Centre vectors on multiple groups
lfe-package

Overview. Linear Group Fixed Effects
is.estimable

Verify estimability of function
efactory

Create estimable function
btrap

Bootstrap standard errors for the group fixed effects