The R Journal: article published in 2013, volume 5:2

lfe: Linear Group Fixed Effects PDF download
Simen Gaure , The R Journal (2013) 5:2, pages 104-116.

Abstract Linear models with fixed effects and many dummy variables are common in some fields. Such models are straightforward to estimate unless the factors have too many levels. The R package lfe solves this problem by implementing a generalization of the within transformation to multiple factors, tailored for large problems.

Received: 2013-04-12; online 2013-11-18
CRAN packages: Matrix, plm, lfe, igraph, multicore
CRAN Task Views implied by cited CRAN packages: Econometrics, gR, Graphics, Multivariate, NumericalMathematics, Optimization, Spatial, SpatioTemporal


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This article is licensed under a Creative Commons Attribution 3.0 Unported license .

@article{RJ-2013-031,
  author = {Simen Gaure},
  title = {{lfe: Linear Group Fixed Effects}},
  year = {2013},
  journal = {{The R Journal}},
  doi = {10.32614/RJ-2013-031},
  url = {https://doi.org/10.32614/RJ-2013-031},
  pages = {104--116},
  volume = {5},
  number = {2}
}