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.
Matrix, plm, lfe, igraph, multicore
Econometrics, gR, Graphics, Multivariate, NumericalMathematics, Optimization, Spatial, SpatioTemporal
Text and figures are licensed under Creative Commons Attribution CC BY 4.0. The figures that have been reused from other sources don't fall under this license and can be recognized by a note in their caption: "Figure from ...".
For attribution, please cite this work as
Gaure, "lfe: Linear Group Fixed Effects", The R Journal, 2013
BibTeX citation
@article{RJ-2013-031,
author = {Gaure, Simen},
title = {lfe: Linear Group Fixed Effects},
journal = {The R Journal},
year = {2013},
note = {https://doi.org/10.32614/RJ-2013-031},
doi = {10.32614/RJ-2013-031},
volume = {5},
issue = {2},
issn = {2073-4859},
pages = {104-116}
}