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lfe (version 2.1-1620)

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 instrumental variables, conditional F statistics for weak instruments, robust and multi-way clustered standard errors, as well as limited mobility bias correction.

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Install

install.packages('lfe')

Monthly Downloads

10,287

Version

2.1-1620

License

Artistic-2.0

Maintainer

Last Published

March 2nd, 2015

Functions in lfe (2.1-1620)