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 as pure control variables.
| Version: | 1.4-963 |
| Depends: | Matrix, R (≥ 2.10.1), Rcgmin |
| Suggests: | compiler |
| Published: | 2013-05-07 |
| Author: | Simen Gaure, Ragnar Frisch Centre for Economic Research |
| Maintainer: | Simen Gaure <Simen.Gaure at frisch.uio.no> |
| License: | Artistic-2.0 |
| Copyright: | 2011, Simen Gaure |
| NeedsCompilation: | yes |
| Classification/JEL: | C13, C33, C60 |
| Classification/MSC: | 62J05, 65F10, 65F50 |
| Citation: | lfe citation info |
| In views: | Econometrics |
| CRAN checks: | lfe results |
| Package source: | lfe_1.4-963.tar.gz |
| MacOS X binary: | lfe_1.4-963.tgz |
| Windows binary: | lfe_1.4-963.zip |
| Reference manual: | lfe.pdf |
| Vignettes: |
Identification and estimable functions How lfe works |
| Old sources: | lfe archive |