Lfe: Linear group fixed effects

8Citations
Citations of this article
211Readers
Mendeley users who have this article in their library.

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.

Cite

CITATION STYLE

APA

Gaure, S. (2013). Lfe: Linear group fixed effects. R Journal, 5(2), 104–116. https://doi.org/10.32614/rj-2013-031

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free