lfe (2.7-2383)

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.

Maintainer: Simen Gaure
Author(s): Simen Gaure, Ragnar Frisch Centre for Economic Research

License: Artistic-2.0

Uses: Formula, Matrix, sandwich, xtable, digest, igraph, numDeriv, plm, data.table, cubature, knitr
Reverse suggests: alpaca, broom, DeclareDesign, estimatr, ggstatsplot, insight
Reverse enhances: stargazer

Released over 1 year ago.