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.

Package details

AuthorSimen Gaure, Ragnar Frisch Centre for Economic Research
Date of publication2016-04-19 00:34:26
MaintainerSimen Gaure <[email protected]>
Package repositoryView on CRAN
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lfe documentation built on May 29, 2017, 5:45 p.m.