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.

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

View on CRAN

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

Files in this package

lfe
lfe/inst
lfe/inst/TODO
lfe/inst/CITATION
lfe/inst/NEWS.Rd
lfe/inst/doc
lfe/inst/doc/index.html
lfe/inst/doc/gen2.R
lfe/inst/doc/speed.R
lfe/inst/doc/lfehow.Rnw
lfe/inst/doc/identification.Rnw
lfe/inst/doc/lfehow.pdf
lfe/inst/doc/identification.R
lfe/inst/doc/CHANGELOG
lfe/inst/doc/lfeguide.txt
lfe/inst/doc/test2.lfe
lfe/inst/doc/biascorrection.pdf
lfe/inst/doc/identification.pdf
lfe/inst/doc/lfehow.R
lfe/inst/doc/speed.pdf
lfe/inst/doc/speed.Rnw
lfe/inst/doc/biascorrection.Rnw
lfe/configure.ac
lfe/exec
lfe/exec/lfescript
lfe/tests
lfe/tests/efcheck.Rout.save
lfe/tests/intact.R
lfe/tests/onefac.Rout.save
lfe/tests/weights.Rout.save
lfe/tests/cluster.Rout.save
lfe/tests/anomalies.Rout.save
lfe/tests/naomit.Rout.save
lfe/tests/cgsolve.Rout.save
lfe/tests/multiway.R
lfe/tests/bctest.Rout.save
lfe/tests/cgsolve.R
lfe/tests/ivtest.Rout.save
lfe/tests/interact.R
lfe/tests/bctest.R
lfe/tests/fourfac.Rout.save
lfe/tests/efcheck.R
lfe/tests/fourfac.R
lfe/tests/lfetest.R
lfe/tests/weights.R
lfe/tests/mlhs.Rout.save
lfe/tests/comparelm.Rout.save
lfe/tests/comparelm.R
lfe/tests/interact.Rout.save
lfe/tests/anomalies.R
lfe/tests/naomit.R
lfe/tests/cluster.R
lfe/tests/verify.R
lfe/tests/nonest.R
lfe/tests/lfetest.Rout.save
lfe/tests/ivtest.R
lfe/tests/degenerate.Rout.save
lfe/tests/nonest.Rout.save
lfe/tests/mlhs.R
lfe/tests/multiway.Rout.save
lfe/tests/verify.Rout.save
lfe/tests/onefac.R
lfe/tests/degenerate.R
lfe/tests/intact.Rout.save
lfe/src
lfe/src/lfe.h
lfe/src/demean.c
lfe/src/utils.c
lfe/src/config.h.in
lfe/src/kaczmarz.c
lfe/src/config.h
lfe/src/lfe-win.def
lfe/src/Makevars.in
lfe/src/factor.c
lfe/src/Crowsum.c
lfe/src/Makevars.win
lfe/src/lfe.c
lfe/NAMESPACE
lfe/R
lfe/R/demeanlist.R
lfe/R/chmethod.R
lfe/R/utils.R
lfe/R/oldfelm.R
lfe/R/btrap.R
lfe/R/nlexpect.R
lfe/R/cgsolve.R
lfe/R/getfe.R
lfe/R/generics.R
lfe/R/lfe-package.R
lfe/R/felm.old.R
lfe/R/is.estimable.R
lfe/R/startup.R
lfe/R/condfstat.R
lfe/R/kaczmarz.R
lfe/R/trace.R
lfe/R/waldtest.R
lfe/R/felm.R
lfe/R/compfactor.R
lfe/R/bccorr.R
lfe/R/efactory.R
lfe/vignettes
lfe/vignettes/lfehow.Rnw
lfe/vignettes/identification.Rnw
lfe/vignettes/speed.Rnw
lfe/vignettes/biascorrection.Rnw
lfe/MD5
lfe/build
lfe/build/autoconf
lfe/build/autoconf/aclocal.m4
lfe/build/autoconf/install-sh
lfe/build/autoconf/config.guess
lfe/build/autoconf/config.sub
lfe/build/vignette.rds
lfe/DESCRIPTION
lfe/configure
lfe/man
lfe/man/condfstat.Rd
lfe/man/waldtest.Rd
lfe/man/compfactor.Rd
lfe/man/chainsubset.Rd
lfe/man/makeDmatrix.Rd
lfe/man/lfe-package.Rd
lfe/man/getfe.Rd
lfe/man/efactory.Rd
lfe/man/demeanlist.Rd
lfe/man/is.estimable.Rd
lfe/man/bccorr.Rd
lfe/man/cgsolve.Rd
lfe/man/varvars.Rd
lfe/man/nlexpect.Rd
lfe/man/mctrace.Rd
lfe/man/btrap.Rd
lfe/man/fevcov.Rd
lfe/man/summary.Rd
lfe/man/kaczmarz.Rd
lfe/man/felm.Rd
lfe/configure.win
lfe/cleanup