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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>). Since version 3.0, it provides dedicated functions to estimate Poisson models.
Package details |
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| Author | Simen Gaure [aut] (<https://orcid.org/0000-0001-7251-8747>), Grant McDermott [ctb], Mauricio Vargas Sepulveda [ctb, cre] (<https://orcid.org/0000-0003-1017-7574>), Karl Dunkle Werner [ctb], Matthieu Stigler [ctb] (<https://orcid.org/0000-0002-6802-4290>), Daniel Lüdecke [ctb] |
| Maintainer | Mauricio Vargas Sepulveda <m.sepulveda@mail.utoronto.ca> |
| License | MIT + file LICENSE |
| Version | 3.0-0 |
| URL | https://github.com/r-econometrics/lfe |
| Package repository | View on CRAN |
| Installation |
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