lfe: Linear Group Fixed Effects
Version 2.5-1998

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.

Browse man pages Browse package API and functions Browse package files

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
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("lfe")

Man pages

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

Functions

Crowsum Source code
Rtoform Source code
anyNA Source code
bccorr Man page Source code
btrap Man page Source code
cgsolve Man page Source code
chainsubset Man page Source code
cholsolve Source code
cholx Source code
coef.felm Source code
compfactor Man page Source code
condfstat Man page Source code
covbias Source code
delete.icpt Source code
demeanlist Man page Source code
diamgraph Source code
diammatrix Source code
doprojols Source code
efactory Man page Source code
estfun.felm Source code
felm Man page Source code
felm.mm Source code
felm.old Source code
fevcov Man page Source code
findfe Source code
formtoR Source code
ftest Source code
getcomp Source code
getfe Man page Source code
getfe.kaczmarz Source code
halftrace Source code
ilpretty Source code
is.estimable Man page Source code
ivbootstrap Source code
kaczmarz Man page Source code
lfe Man page
lfe-package Man page
limlk Source code
makeDmatrix Man page Source code
makePmatrix Source code
makedd.full Source code
makeddlist Source code
makefitnames Source code
makematrix Source code
mctrace Man page Source code
mkgraph Source code
mmdemean Source code
narowsum Source code
nazero Source code
newmu Source code
newmus Source code
newols Source code
nlexpect Man page Source code
nopart Source code
nrefs Source code
numcores Source code
nxlevels Source code
oldcondfstat Source code
oldfelm Source code
oldparseformula Source code
onLoad Source code
onUnload Source code
orthonormalize Source code
parseformula Source code
phi Source code
pinv Source code
pinvx Source code
print.felm Source code
print.summary.felm Source code
project Source code
rankDefic Source code
resample Source code
residuals.felm Source code
rls Source code
scalecols Source code
setdimnames Source code
setoption Source code
summary Man page
summary.felm Man page Source code
swildcard Source code
totalpvar Source code
update.felm Source code
varbias Source code
varvar Source code
varvars Man page Source code
vcov.felm Source code
waldtest Man page Source code
wcov Source code
weights.felm Source code
wildcard Source code
wmean Source code
wvar Source code
xlevels Source code
xtable.felm Source code
xtable.summary.felm Source code

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
lfe documentation built on May 19, 2017, 3:33 p.m.