Package: lfe 3.0-0

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]

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lfe.pdf |lfe.html✨
lfe/json (API)
NEWS

# Install 'lfe' in R:
install.packages('lfe', repos = c('https://r-econometrics.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/r-econometrics/lfe/issues

Uses libs:
  • openblas– Optimized BLAS

On CRAN:

10.06 score 4 packages 1.7k scripts 11k downloads 5 mentions 22 exports 6 dependencies

Last updated 11 months agofrom:6b2fc531b4. Checks:OK: 6 NOTE: 1 WARNING: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 12 2024
R-4.5-win-x86_64WARNINGOct 13 2024
R-4.5-linux-x86_64NOTEOct 13 2024
R-4.4-win-x86_64WARNINGNov 12 2024
R-4.4-mac-x86_64OKNov 12 2024
R-4.4-mac-aarch64OKNov 12 2024
R-4.3-win-x86_64OKNov 12 2024
R-4.3-mac-x86_64OKNov 12 2024
R-4.3-mac-aarch64OKNov 12 2024

Exports:..oldfelmbccorrbtrapcgsolvechainsubsetcompfactorcondfstatdemeanlistefactoryfelmfepoisfevcovfixedsegetfeis.estimablekaczmarzmakeDmatrixmctracenlexpectsarganvarvarswaldtest

Dependencies:FormulalatticeMatrixsandwichxtablezoo

Convergence rate with examples

Rendered fromspeed.Rnwusingknitr::knitron Nov 12 2024.

Last update: 2023-01-20
Started: 2018-06-24

How lfe works

Rendered fromlfehow.Rnwusingknitr::knitron Nov 12 2024.

Last update: 2023-01-20
Started: 2018-06-24

Limited mobility bias correction

Rendered frombiascorrection.Rnwusingknitr::knitron Nov 12 2024.

Last update: 2023-01-20
Started: 2018-06-24

Multicollinearity, identification, and estimable functions

Rendered fromidentification.Rnwusingknitr::knitron Nov 12 2024.

Last update: 2023-01-20
Started: 2018-06-24