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.


Reference manual

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2.8-5.1 by Simen Gaure, 4 months ago

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Authors: Simen Gaure [aut, cre] , Grant McDermott [ctb] , Karl Dunkle Werner [ctb] , Matthieu Stigler [ctb] , 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 ExPanDaR, RCT, collapse, interflex.

Suggested by DeclareDesign, alpaca, broom, estimatr, fixest, insight, modelsummary, parameters.

Enhanced by stargazer, texreg.

See at CRAN