lfe : Linear Group Fixed Effects

Package: lfe
Version: 2.5-1998
Date: 2016-04-18
Title: Linear Group Fixed Effects
Author: Simen Gaure, Ragnar Frisch Centre for Economic Research
Maintainer: Simen Gaure <Simen.Gaure@frisch.uio.no>
Copyright: 2011-2016, Simen Gaure
Depends: R (>= 2.15.2), Matrix (>= 1.1-2)
Imports: Formula, xtable, compiler, utils, methods, sandwich
Suggests: knitr, igraph, plm, R2Cuba, numDeriv
VignetteBuilder: knitr
ByteCompile: yes
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. 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.
License: Artistic-2.0
Classification/JEL: C13, C23, C60
Classification/MSC: 62J05, 65F10, 65F50
RoxygenNote: 5.0.1
NeedsCompilation: yes
Packaged: 2016-04-18 09:20:05 UTC; sgaure
Repository: CRAN
Date/Publication: 2016-04-19 00:34:26