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.

Install the latest version of this package by entering the following in R:

`install.packages("lfe")`

Author | Simen Gaure, Ragnar Frisch Centre for Economic Research |

Date of publication | 2016-04-19 00:34:26 |

Maintainer | Simen Gaure <Simen.Gaure@frisch.uio.no> |

License | Artistic-2.0 |

Version | 2.5-1998 |

**bccorr:** Compute limited mobility bias corrected correlation between...

**btrap:** Bootstrap standard errors for the group fixed effects

**cgsolve:** Solve a symmetric linear system with the conjugate gradient...

**chainsubset:** Chain subset conditions

**compfactor:** Find the connected components

**condfstat:** Compute conditional F statistic for weak instruments in an...

**demeanlist:** Centre vectors on multiple groups

**efactory:** Create estimable function

**felm:** Fit a linear model with multiple group fixed effects

**fevcov:** Compute limited mobility bias corrected covariance matrix...

**getfe:** Retrieve the group fixed effects

**is.estimable:** Verify estimability of function

**kaczmarz:** Solve a linear system defined by factors

**lfe-package:** Overview. Linear Group Fixed Effects

**makeDmatrix:** Make sparse matrix of dummies from factor list

**mctrace:** Compute trace of a large matrix by sample means

**nlexpect:** Compute expectation of a function of the coefficients.

**summary:** Summarize felm model fits

**varvars:** Compute the variance of the fixed effect variance estimate

**waldtest:** Compute Wald test for joint restrictions on coefficients

bccorr | Man page |

btrap | Man page |

cgsolve | Man page |

chainsubset | Man page |

compfactor | Man page |

condfstat | Man page |

demeanlist | Man page |

efactory | Man page |

felm | Man page |

fevcov | Man page |

getfe | Man page |

is.estimable | Man page |

kaczmarz | Man page |

lfe | Man page |

lfe-package | Man page |

makeDmatrix | Man page |

mctrace | Man page |

nlexpect | Man page |

summary | Man page |

summary.felm | Man page |

varvars | Man page |

waldtest | Man page |

inst

inst/TODO

inst/CITATION

inst/NEWS.Rd

inst/doc

inst/doc/index.html

inst/doc/gen2.R
inst/doc/speed.R
inst/doc/lfehow.Rnw

inst/doc/identification.Rnw

inst/doc/lfehow.pdf

inst/doc/identification.R
inst/doc/CHANGELOG

inst/doc/lfeguide.txt

inst/doc/test2.lfe

inst/doc/biascorrection.pdf

inst/doc/identification.pdf

inst/doc/lfehow.R
inst/doc/speed.pdf

inst/doc/speed.Rnw

inst/doc/biascorrection.Rnw

configure.ac

exec

exec/lfescript

tests

tests/efcheck.Rout.save

tests/intact.R
tests/onefac.Rout.save

tests/weights.Rout.save

tests/cluster.Rout.save

tests/anomalies.Rout.save

tests/naomit.Rout.save

tests/cgsolve.Rout.save

tests/multiway.R
tests/bctest.Rout.save

tests/cgsolve.R
tests/ivtest.Rout.save

tests/interact.R
tests/bctest.R
tests/fourfac.Rout.save

tests/efcheck.R
tests/fourfac.R
tests/lfetest.R
tests/weights.R
tests/mlhs.Rout.save

tests/comparelm.Rout.save

tests/comparelm.R
tests/interact.Rout.save

tests/anomalies.R
tests/naomit.R
tests/cluster.R
tests/verify.R
tests/nonest.R
tests/lfetest.Rout.save

tests/ivtest.R
tests/degenerate.Rout.save

tests/nonest.Rout.save

tests/mlhs.R
tests/multiway.Rout.save

tests/verify.Rout.save

tests/onefac.R
tests/degenerate.R
tests/intact.Rout.save

src

src/lfe.h

src/demean.c

src/utils.c

src/config.h.in

src/kaczmarz.c

src/config.h

src/lfe-win.def

src/Makevars.in

src/factor.c

src/Crowsum.c

src/Makevars.win

src/lfe.c

NAMESPACE

R

R/demeanlist.R
R/chmethod.R
R/utils.R
R/oldfelm.R
R/btrap.R
R/nlexpect.R
R/cgsolve.R
R/getfe.R
R/generics.R
R/lfe-package.R
R/felm.old.R
R/is.estimable.R
R/startup.R
R/condfstat.R
R/kaczmarz.R
R/trace.R
R/waldtest.R
R/felm.R
R/compfactor.R
R/bccorr.R
R/efactory.R
vignettes

vignettes/lfehow.Rnw

vignettes/identification.Rnw

vignettes/speed.Rnw

vignettes/biascorrection.Rnw

MD5

build

build/autoconf

build/autoconf/aclocal.m4

build/autoconf/install-sh

build/autoconf/config.guess

build/autoconf/config.sub

build/vignette.rds

DESCRIPTION

configure

man

man/condfstat.Rd
man/waldtest.Rd
man/compfactor.Rd
man/chainsubset.Rd
man/makeDmatrix.Rd
man/lfe-package.Rd
man/getfe.Rd
man/efactory.Rd
man/demeanlist.Rd
man/is.estimable.Rd
man/bccorr.Rd
man/cgsolve.Rd
man/varvars.Rd
man/nlexpect.Rd
man/mctrace.Rd
man/btrap.Rd
man/fevcov.Rd
man/summary.Rd
man/kaczmarz.Rd
man/felm.Rd
configure.win

cleanup

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.