condfstat
(Package: lfe) :
Compute conditional F statistic for weak instruments in an IV-estimation
When using multiple instruments for multiple endogenous variables, the ordinary individual t-tests for the instruments in the first stage do not always reveal a weak set of instruments. Conditional F statistics can be used for such testing.
● Data Source:
CranContrib
● Keywords:
● Alias: condfstat
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waldtest
(Package: lfe) :
Compute Wald test for joint restrictions on coefficients
Compute a Wald test for a linear hypothesis on the coefficients. Also supports Delta-approximation for non-linear hypotheses.
● Data Source:
CranContrib
● Keywords:
● Alias: waldtest
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compfactor
(Package: lfe) :
Find the connected components
'compfactor' computes the connected components of the dummy-part of the model.
● Data Source:
CranContrib
● Keywords:
● Alias: compfactor
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chainsubset
(Package: lfe) :
Chain subset conditions
Chain subset conditions
● Data Source:
CranContrib
● Keywords:
● Alias: chainsubset
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makeDmatrix
(Package: lfe) :
Make sparse matrix of dummies from factor list
Given a list of factors, return the matrix of dummies as a sparse matrix.
● Data Source:
CranContrib
● Keywords:
● Alias: makeDmatrix
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lfe-package
(Package: lfe) :
Overview. Linear Group Fixed Effects
The package uses the Method of Alternating Projections to estimate linear models with multiple group fixed effects. A generalization of the within estimator. It supports IV-estimation with multiple endogenous variables via 2SLS, with conditional F statistics for detection of weak instruments. It is thread-parallelized and intended for large problems. A method for correcting limited mobility bias is also included.
● Data Source:
CranContrib
● Keywords: models, regression
● Alias: lfe, lfe-package
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getfe
(Package: lfe) :
Retrieve the group fixed effects
Compute the group fixed effects, i.e. the dummy parameters, which were swept out during an estimation with felm.
● Data Source:
CranContrib
● Keywords: models, regression
● Alias: getfe
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efactory
(Package: lfe) :
Create estimable function
Creates an estimable function for a factor-structure.
● Data Source:
CranContrib
● Keywords:
● Alias: efactory
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demeanlist
(Package: lfe) :
Centre vectors on multiple groups
Uses the method of alternating projections to centre a (model) matrix on multiple groups, as specified by a list of factors. This function is called by felm, but it has been made available as standalone in case it's needed.
● Data Source:
CranContrib
● Keywords:
● Alias: demeanlist
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is.estimable
(Package: lfe) :
Verify estimability of function
Verify that a function you have written for getfe is indeed estimable.
● Data Source:
CranContrib
● Keywords:
● Alias: is.estimable
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