Package: lfe 3.1.0
Mauricio Vargas Sepulveda
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. See Gaure (2013) <doi:10.1016/j.csda.2013.03.024> 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 (Gaure 2014 <doi:10.1002/sta4.68>). Since version 3.0, it provides dedicated functions to estimate Poisson models.
Authors:
lfe_3.1.0.tar.gz
lfe_3.1.0.tar.gz(r-4.5-noble)lfe_3.1.0.tar.gz(r-4.4-noble)
lfe.pdf |lfe.html✨
lfe/json (API)
NEWS
| # Install 'lfe' in R: |
| install.packages('lfe', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/r-econometrics/lfe/issues
Last updated 3 months agofrom:01bc9110a1. Checks:2 OK. Indexed: no.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Jan 06 2025 |
| R-4.5-linux-x86_64 | OK | Jan 06 2025 |
Exports:..oldfelmbccorrbtrapcgsolvechainsubsetcompfactorcondfstatdemeanlistefactoryfelmfepoisfevcovfixedsegetfeis.estimablekaczmarzmakeDmatrixmctracenlexpectsarganvarvarswaldtest
Convergence rate with examples
Rendered fromspeed.Rnwusingknitr::knitron Jan 06 2025.Last update: 2023-02-13
Started: 2013-06-12
How lfe works
Rendered fromlfehow.Rnwusingknitr::knitron Jan 06 2025.Last update: 2023-02-13
Started: 2013-04-03
Limited mobility bias correction
Rendered frombiascorrection.Rnwusingknitr::knitron Jan 06 2025.Last update: 2023-02-13
Started: 2016-04-11
Multicollinearity, identification, and estimable functions
Rendered fromidentification.Rnwusingknitr::knitron Jan 06 2025.Last update: 2023-02-13
Started: 2013-04-03
