# lfe v2.8-2

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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 | |

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

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

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

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

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

demeanlist | Centre vectors on multiple groups | |

diammatrix | Find diameters of mobility graphs | |

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

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

compfactor | Find the connected components | |

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

fixedse | Compute standard errors for fixed effects | |

is.estimable | Verify estimability of function | |

getfe | Retrieve the group fixed effects | |

summary.felm | Summarize felm model fits | |

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

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

efactory | Create estimable function | |

chainsubset | Chain subset conditions | |

kaczmarz | Solve a linear system defined by factors | |

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

sargan | Compute Sargan's S | |

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

No Results! |

## Vignettes of lfe

Name | ||

biascorrection.Rnw | ||

identification.Rnw | ||

lfehow.Rnw | ||

speed.Rnw | ||

No Results! |

## Last month downloads

## Details

Date | 2018-08-22 |

Copyright | 2011-2018, Simen Gaure |

VignetteBuilder | knitr |

ByteCompile | yes |

License | Artistic-2.0 |

Classification/JEL | C13, C23, C60 |

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

URL | https://github.com/sgaure/lfe |

BugReports | https://github.com/sgaure/lfe/issues |

Encoding | UTF-8 |

RoxygenNote | 6.1.0 |

NeedsCompilation | yes |

Packaged | 2018-08-22 12:57:08 UTC; sgaure |

Repository | CRAN |

Date/Publication | 2018-08-22 13:50:03 UTC |

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

suggests | cubature (>= 1.3-1) , data.table , digest , igraph , knitr , numDeriv , plm |

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

Contributors |

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