# lfe v2.5-1998

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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!