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 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.

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Description file content

Package
lfe
Version
2.8-3
Date
2019-03-27
Title
Linear Group Fixed Effects
Copyright
2011-2018, Simen Gaure
Depends
R (>= 2.15.2), Matrix (>= 1.1-2)
Imports
Formula, xtable, compiler, utils, methods, sandwich, parallel
Suggests
knitr, digest, igraph, plm, cubature(>= 2.0.3), numDeriv, data.table, alpaca
VignetteBuilder
knitr
ByteCompile
yes
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 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.
License
Artistic-2.0
Classification/JEL
C13, C23, C60
Classification/MSC
62J05, 65F10, 65F50
URL
BugReports
https://github.com/sgaure/lfe/issues
Encoding
UTF-8
RoxygenNote
6.1.1
NeedsCompilation
yes
Packaged
2019-03-27 08:03:16 UTC; sgaure
Author
Simen Gaure [aut, cre] ()
Maintainer
Simen Gaure
Repository
CRAN
Date/Publication
2019-03-27 10:00:14 UTC

install.packages('lfe')

2.8-3

4 months ago

https://github.com/sgaure/lfe

Simen Gaure

Artistic-2.0

Depends on

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

Imports

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

Suggests

knitr, digest, igraph, plm, cubature(>= 2.0.3), numDeriv, data.table, alpaca

Discussions