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 multiway 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 


Author  Simen Gaure [aut] (<https://orcid.org/0000000172518747>), Grant McDermott [ctb], Karl Dunkle Werner [ctb], Matthieu Stigler [ctb, cre] (<https://orcid.org/0000000268024290>), Daniel Lüdecke [ctb] 
Maintainer  Matthieu Stigler <Matthieu.Stigler@gmail.com> 
License  Artistic2.0 
Version  2.86 
URL  https://github.com/sgaure/lfe 
Package repository  View on CRAN 
Installation 
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