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.
Version: 3.1.1 Depends: R (≥ 2.15.2), Matrix (≥ 1.1-2) Imports: Formula, xtable, compiler, utils, methods, sandwich, parallel Suggests: knitr, digest, igraph, plm, cubature (≥ 2.0.3), numDeriv, data.table, alpaca Published: 2025-02-11 DOI: 10.32614/CRAN.package.lfe Author: Simen Gaure [aut], Grant McDermott [ctb], Mauricio Vargas Sepulveda [ctb, cre], Karl Dunkle Werner [ctb], Matthieu Stigler [ctb], Daniel Lüdecke [ctb] Maintainer: Mauricio Vargas Sepulveda <m.sepulveda at mail.utoronto.ca> BugReports: https://github.com/r-econometrics/lfe/issues License: Apache License (≥ 2) URL: https://github.com/r-econometrics/lfe NeedsCompilation: yes Classification/JEL: C13, C23, C60 Classification/MSC: 62J05, 65F10, 65F50 Citation: lfe citation info Materials: README NEWS In views: Econometrics CRAN checks: lfe results Documentation: Downloads: Reverse dependencies: Reverse imports: connected, gsynth, interflex, ivDiag Reverse suggests: alpaca, broom, broom.helpers, fixest, getspanel, HonestDiD, insight, modelsummary, OneSampleMR, parameters, plm, sdcLog, SpatialRDD Reverse enhances: stargazer, texreg Linking:Please use the canonical form https://CRAN.R-project.org/package=lfe to link to this page.
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