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>|
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