# lfe v2.5-1998

0

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## Linear Group Fixed Effects

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 with many levels 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.

## Functions in lfe

Name | Description | |

condfstat | Compute conditional F statistic for weak instruments in an IV-estimation with multiple endogenous variables | |

summary | Summarize felm model fits | |

waldtest | Compute Wald test for joint restrictions on coefficients | |

chainsubset | Chain subset conditions | |

getfe | Retrieve the group fixed effects | |

nlexpect | Compute expectation of a function of the coefficients. | |

is.estimable | Verify estimability of function | |

mctrace | Compute trace of a large matrix by sample means | |

felm | Fit a linear model with multiple group fixed effects | |

compfactor | Find the connected components | |

demeanlist | Centre vectors on multiple groups | |

varvars | Compute the variance of the fixed effect variance estimate | |

bccorr | Compute limited mobility bias corrected correlation between fixed effects | |

fevcov | Compute limited mobility bias corrected covariance matrix between fixed effects | |

btrap | Bootstrap standard errors for the group fixed effects | |

lfe-package | Overview. Linear Group Fixed Effects | |

cgsolve | Solve a symmetric linear system with the conjugate gradient method | |

kaczmarz | Solve a linear system defined by factors | |

efactory | Create estimable function | |

makeDmatrix | Make sparse matrix of dummies from factor list | |

No Results! |

## Vignettes of lfe

Name | ||

biascorrection.Rnw | ||

identification.Rnw | ||

lfehow.Rnw | ||

speed.Rnw | ||

No Results! |

## Last month downloads

## Details

Date | 2016-04-18 |

Copyright | 2011-2016, Simen Gaure |

VignetteBuilder | knitr |

ByteCompile | yes |

License | Artistic-2.0 |

Classification/JEL | C13, C23, C60 |

Classification/MSC | 62J05, 65F10, 65F50 |

RoxygenNote | 5.0.1 |

NeedsCompilation | yes |

Packaged | 2016-04-18 09:20:05 UTC; sgaure |

Repository | CRAN |

Date/Publication | 2016-04-19 00:34:26 |

depends | base (>= 2.15.2) , Matrix (>= 1.1-2) , R (>= 2.15.2) |

imports | compiler , Formula , methods , sandwich , utils , xtable |

suggests | igraph , knitr , numDeriv , plm , R2Cuba |

Contributors | Simen Gaure, Ragnar Centre for Economic Research |

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