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.


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install.packages("lfe")

2.8-3 by Simen Gaure, 2 months 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, cre]


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


Imported by ExPanDaR, interflex.

Suggested by DeclareDesign, alpaca, broom, estimatr, insight.

Enhanced by stargazer.


See at CRAN