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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 multiway clustered standard errors, as well as limited mobility bias correction.
Package details 


Author  Simen Gaure, Ragnar Frisch Centre for Economic Research 
Date of publication  20160419 00:34:26 
Maintainer  Simen Gaure <[email protected]> 
License  Artistic2.0 
Version  2.51998 
Package repository  View on CRAN 
Installation 
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