lfe: 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 as pure control variables. Includes support for instrumented variables, robust and multi-way clustered standard errors.

Version: 1.7-1289
Depends: R (≥ 2.15.2), Matrix (≥ 1.1-2)
Imports: Formula, xtable
Suggests: compiler, igraph, knitr, Rcgmin, stargazer
Published: 2014-03-13
Author: Simen Gaure, Ragnar Frisch Centre for Economic Research
Maintainer: Simen Gaure <Simen.Gaure at frisch.uio.no>
License: Artistic-2.0
Copyright: 2011-2014, Simen Gaure
NeedsCompilation: yes
Classification/JEL: C13, C23, C60
Classification/MSC: 62J05, 65F10, 65F50
Citation: lfe citation info
In views: Econometrics
CRAN checks: lfe results

Downloads:

Reference manual: lfe.pdf
Vignettes: Multicollinearity, identification, and estimable functions
How lfe works
Convergence rate with examples
Package source: lfe_1.7-1289.tar.gz
OS X binary: lfe_1.7-1289.tgz
Windows binary: lfe_1.7-1289.zip
Old sources: lfe archive