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) 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 ). WARNING: This package is NOT under active development anymore, no further improvements are to be expected, and the package is at risk of being removed from CRAN.


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install.packages("lfe")

2.8-7.1 by Matthieu Stigler, 20 days ago


https://github.com/sgaure/lfe


Report a bug at https://github.com/sgaure/lfe/issues


Browse source code at https://github.com/cran/lfe


Authors: Simen Gaure [aut] , Grant McDermott [ctb] , Karl Dunkle Werner [ctb] , Matthieu Stigler [ctb, cre] , Daniel L├╝decke [ctb]


Documentation:   PDF Manual  


Task views: Econometrics


Artistic-2.0 license


Imports Formula, xtable, compiler, utils, methods, sandwich, parallel

Depends on Matrix

Suggests knitr, digest, igraph, plm, cubature, numDeriv, data.table, alpaca, testthat


Imported by RCT, VSdecomp, conleyreg, gsynth, interflex, penppml.

Suggested by OneSampleMR, alpaca, broom, broom.helpers, datawizard, fixest, fwildclusterboot, insight, modelsummary, parameters, plm, sdcLog.

Enhanced by stargazer, texreg.


See at CRAN