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.

Install the latest version of this package by entering the following in R:
install.packages("lfe")
AuthorSimen Gaure, Ragnar Frisch Centre for Economic Research
Date of publication2016-04-19 00:34:26
MaintainerSimen Gaure <Simen.Gaure@frisch.uio.no>
LicenseArtistic-2.0
Version2.5-1998

View on CRAN

Functions

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

Files

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? or email at ian@mutexlabs.com.

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