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.zip(r-4.7-x86_64)lfe_3.1.1.zip(r-4.7-arm64)lfe_3.1.1.zip(r-4.6-x86_64)lfe_3.1.1.zip(r-4.6-arm64)
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✨
DESCRIPTION |NEWS
card.svg |card.png
lfe/json (API)

# 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

6.89 score 3 stars 5 packages 13 scripts 13k downloads 5 mentions 22 exports 6 dependencies

Last updated from:367ab39d53. Checks:9 OK, 1 FAIL. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK411
linux-devel-x86_64OK329
source / vignettesOK198
linux-release-arm64OK115
linux-release-x86_64OK179
windows-devel-arm64OK303
windows-devel-x86_64OK158
windows-release-arm64OK258
windows-release-x86_64OK110
wasm-releaseFAIL98

Exports:..oldfelmbccorrbtrapcgsolvechainsubsetcompfactorcondfstatdemeanlistefactoryfelmfepoisfevcovfixedsegetfeis.estimablekaczmarzmakeDmatrixmctracenlexpectsarganvarvarswaldtest

Dependencies:FormulalatticeMatrixsandwichxtablezoo

Convergence rate with examples
Rendered fromspeed.Rnwusingknitr::knitr

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

How lfe works
Rendered fromlfehow.Rnwusingknitr::knitr

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

Limited mobility bias correction
1. Introduction | 2. How lfe handles this | 3. Another method | References
Rendered frombiascorrection.Rnwusingknitr::knitr

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

Multicollinearity, identification, and estimable functions
Rendered fromidentification.Rnwusingknitr::knitr

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