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. See Gaure (2013) <doi:10.1016/j.csda.2013.03.024> 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 (Gaure 2014 <doi:10.1002/sta4.68>). WARNING: This package is NOT under active development anymore, no further improvements are to be expected, and the package is at risk of being removed from CRAN.
| Version: | 2.8-8 |
| 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, testthat |
| Published: | 2022-05-04 |
| Author: | Simen Gaure  [aut],
Grant McDermott [ctb],
Mauricio Vargas
[ctb],
Karl Dunkle Werner [ctb],
Matthieu Stigler
[ctb, cre],
Daniel Lüdecke [ctb] |
| Maintainer: | Matthieu Stigler <Matthieu.Stigler at gmail.com> |
| BugReports: | https://github.com/MatthieuStigler/lfe/issues |
| License: | Artistic-2.0 |
| Copyright: | 2011-2019, Simen Gaure |
| URL: | https://github.com/MatthieuStigler/lfe |
| NeedsCompilation: | yes |
| Classification/JEL: | C13, C23, C60 |
| Classification/MSC: | 62J05, 65F10, 65F50 |
| Citation: | lfe citation info |
| Materials: | NEWS |
| In views: | Econometrics |
| CRAN checks: | lfe results |
Documentation:
| Reference manual: | lfe.pdf |
| Vignettes: |
Limited mobility bias correction Multicollinearity, identification, and estimable functions How lfe works Convergence rate with examples |
Downloads:
| Package source: | lfe_2.8-8.tar.gz |
| Windows binaries: | r-devel: lfe_2.8-8.zip, r-release: lfe_2.8-8.zip, r-oldrel: lfe_2.8-8.zip |
| macOS binaries: | r-release (arm64): lfe_2.8-8.tgz, r-oldrel (arm64): lfe_2.8-8.tgz, r-release (x86_64): lfe_2.8-8.tgz, r-oldrel (x86_64): lfe_2.8-8.tgz |
| Old sources: | lfe archive |
Reverse dependencies:
| Reverse imports: | gsynth, interflex, RCT, VSdecomp |
| Reverse suggests: | alpaca, broom, broom.helpers, fixest, fwildclusterboot, insight, modelsummary, OneSampleMR, parameters, plm, sdcLog |
| Reverse enhances: | stargazer, texreg |
Linking:
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