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 as pure control variables. Includes support for instrumented variables, robust and multi-way clustered standard errors.
| Version: | 1.7-1289 |
| Depends: | R (≥ 2.15.2), Matrix (≥ 1.1-2) |
| Imports: | Formula, xtable |
| Suggests: | compiler, igraph, knitr, Rcgmin, stargazer |
| Published: | 2014-03-13 |
| Author: | Simen Gaure, Ragnar Frisch Centre for Economic Research |
| Maintainer: | Simen Gaure <Simen.Gaure at frisch.uio.no> |
| License: | Artistic-2.0 |
| Copyright: | 2011-2014, Simen Gaure |
| NeedsCompilation: | yes |
| Classification/JEL: | C13, C23, C60 |
| Classification/MSC: | 62J05, 65F10, 65F50 |
| Citation: | lfe citation info |
| In views: | Econometrics |
| CRAN checks: | lfe results |
| Reference manual: | lfe.pdf |
| Vignettes: |
Multicollinearity, identification, and estimable functions How lfe works Convergence rate with examples |
| Package source: | lfe_1.7-1289.tar.gz |
| Windows binaries: | r-devel: lfe_1.7-1289.zip, r-release: lfe_1.7-1289.zip, r-oldrel: lfe_1.7-1289.zip |
| OS X Snow Leopard binaries: | r-release: lfe_1.7-1289.tgz, r-oldrel: lfe_1.7-1289.tgz |
| OS X Mavericks binaries: | r-release: lfe_1.7-1289.tgz |
| Old sources: | lfe archive |
| Reverse enhances: | stargazer |