Package: lfe 3.1.1

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:Simen Gaure [aut], Grant McDermott [ctb], Mauricio Vargas Sepulveda [ctb, cre], Karl Dunkle Werner [ctb], Matthieu Stigler [ctb], Daniel Lüdecke [ctb]

lfe_3.1.1.tar.gz
lfe_3.1.1.tar.gz(r-4.7-arm64)lfe_3.1.1.tar.gz(r-4.7-x86_64)lfe_3.1.1.tar.gz(r-4.6-arm64)lfe_3.1.1.tar.gz(r-4.6-x86_64)
manual.pdf |manual.html
card.svg |card.png
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

Uses libs:
  • openblas– Optimized BLAS

On CRAN:

Conda:

openblas

9.34 score 3 stars 5 packages 2.6k scripts 19k downloads 5 mentions 22 exports 6 dependencies

Last updated from:367ab39d53. Checks:4 NOTE, 1 OK, 1 FAIL. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64NOTE151
linux-devel-x86_64NOTE152
source / vignettesOK175
linux-release-arm64NOTE143
linux-release-x86_64NOTE145
wasm-releaseFAIL113

Exports:..oldfelmbccorrbtrapcgsolvechainsubsetcompfactorcondfstatdemeanlistefactoryfelmfepoisfevcovfixedsegetfeis.estimablekaczmarzmakeDmatrixmctracenlexpectsarganvarvarswaldtest

Dependencies:FormulalatticeMatrixsandwichxtablezoo

Convergence rate with examples

Rendered fromspeed.Rnwusingknitr::knitron Jun 04 2026.

Last update: 2023-02-13
Started: 2013-06-12

How lfe works

Rendered fromlfehow.Rnwusingknitr::knitron Jun 04 2026.

Last update: 2023-02-13
Started: 2013-04-03

Limited mobility bias correction

Rendered frombiascorrection.Rnwusingknitr::knitron Jun 04 2026.

Last update: 2023-02-13
Started: 2016-04-11

Multicollinearity, identification, and estimable functions

Rendered fromidentification.Rnwusingknitr::knitron Jun 04 2026.

Last update: 2023-02-13
Started: 2013-04-03