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lfe

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Linear Group Fixed Effects

View on CRAN: Click here

Download and install lfe package within the R console
Install from CRAN:

 install.packages("lfe")

Install from Github:

 library("remotes")

                        install_github("cran/lfe")

Install by package version:

 library("remotes")

                        install_version("lfe", "3.1.0")

Attach the package and use:

 library("lfe")

Maintained by
Mauricio Vargas Sepulveda
[Scholar Profile | Author Map]

All associated links for this package

First Published: 2011-03-10

Latest Update: 2023-02-13

Description:

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 ). Since version 3.0, it provides dedicated functions to estimate Poisson models.

How to cite:

Mauricio Vargas Sepulveda (2011). lfe: Linear Group Fixed Effects. R package version 3.1.0, https://cran.r-project.org/web/packages/lfe. Accessed 03 Dec. 2024.

Previous versions and publish date:

1.0-418 (2011-03-10 12:14), 1.1-427 (2011-03-11 17:08), 1.1-434 (2011-03-16 17:21), 1.2-444 (2011-03-27 10:51), 1.2-452 (2011-03-30 15:11), 1.3-512 (2011-04-08 09:11), 1.3-572 (2011-04-24 08:56), 1.4-641 (2011-08-30 07:37), 1.4-653 (2011-09-01 08:25), 1.4-670 (2011-09-11 08:18), 1.4-681 (2011-09-22 17:13), 1.4-695 (2011-09-24 08:42), 1.4-702 (2011-09-27 12:35), 1.4-708 (2011-09-28 15:47), 1.4-709 (2011-10-11 17:24), 1.4-723 (2011-11-21 11:57), 1.4-726 (2011-11-23 11:38), 1.4-729 (2011-11-29 07:57), 1.4-731 (2011-12-07 11:52), 1.4-771 (2013-01-16 12:53), 1.4-941 (2013-04-03 10:49), 1.4-963 (2013-05-07 12:53), 1.5-1026 (2013-06-12 14:16), 1.5-1045 (2013-08-05 08:51), 1.5-1107 (2013-10-28 15:01), 1.5-1118 (2013-11-12 09:47), 1.6-1161 (2013-12-03 11:57), 1.6-1163 (2013-12-06 11:28), 1.6-1180 (2014-01-04 00:42), 1.6-1188 (2014-01-23 20:30), 1.7-1282 (2014-03-07 18:19), 1.7-1286 (2014-03-09 18:04), 1.7-1289 (2014-03-13 15:30), 1.7-1401 (2014-10-09 14:39), 1.7-1404 (2014-10-10 13:07), 1.7-1416 (2014-12-15 13:08), 1.8-1441 (2014-12-25 18:48), 2.0-1570 (2015-02-10 13:53), 2.1-1620 (2015-03-03 00:54), 2.1-1629 (2015-03-05 15:16), 2.1-1640 (2015-03-11 11:05), 2.2-1699 (2015-04-13 12:59), 2.3-1709 (2015-05-26 15:13), 2.4-1786 (2015-10-21 11:36), 2.4-1788 (2015-10-26 18:06), 2.5-1968 (2016-04-11 14:45), 2.5-1998 (2016-04-19 00:34), 2.6-2291 (2018-02-16 18:52), 2.7-2383 (2018-06-18 11:59), 2.8-2.1 (2019-03-26 07:18), 2.8-2 (2018-08-22 15:50), 2.8-3 (2019-03-27 11:00), 2.8-4 (2019-12-11 15:40), 2.8-5.1 (2020-07-08 08:28), 2.8-5 (2019-12-17 18:30), 2.8-6 (2021-01-11 16:50), 2.8-7.1 (2021-11-07 18:31), 2.8-7 (2021-07-31 13:30), 2.8-8 (2022-05-05 01:00), 2.8 (2018-06-28 21:47), 2.9-0 (2023-02-13 17:50), 3.0-0 (2024-02-29 12:20)

Other packages that cited lfe R package

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Other R packages that lfe depends, imports, suggests or enhances

View lfe dependency map

Complete documentation for lfe

View documentation PDF

Functions, R codes and Examples using the lfe R package

Some associated functions: bccorr . btrap . cgsolve . chainsubset . compfactor . condfstat . demeanlist . diammatrix . efactory . felm . fevcov . fixedse . getfe . is.estimable . kaczmarz . lfe-package . makeDmatrix . mctrace . nlexpect . sargan . summary.felm . varvars . waldtest .
Some associated R codes: bccorr.R . btrap.R . cgsolve.R . chmethod.R . compfactor.R . condfstat.R . demeanlist.R . efactory.R . felm.R . felm.old.R . fixedse.R . generics.R . getfe.R . is.estimable.R . kaczmarz.R . lfe-package.R . nlexpect.R . oldfelm.R . startup.R . trace.R . utils.R . waldtest.R . Full lfe package functions and examples

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