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.

AuthorSimen Gaure, Ragnar Frisch Centre for Economic Research
Date of publication2016-04-19 00:34:26
MaintainerSimen Gaure <Simen.Gaure@frisch.uio.no>
LicenseArtistic-2.0
Version2.5-1998

View on CRAN

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

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