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.

Package details

AuthorSimen Gaure [aut] (<https://orcid.org/0000-0001-7251-8747>), Grant McDermott [ctb], Karl Dunkle Werner [ctb], Matthieu Stigler [ctb, cre] (<https://orcid.org/0000-0002-6802-4290>), Daniel Lüdecke [ctb]
MaintainerMatthieu Stigler <Matthieu.Stigler@gmail.com>
URL https://github.com/sgaure/lfe
Package repositoryView on CRAN
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lfe documentation built on Jan. 13, 2021, 4:36 a.m.