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DESCRIPTION
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Package: lfe
Version: 2.9-1
Date: 2023-04-03
Title: Linear Group Fixed Effects
Authors@R: c(person("Simen", "Gaure", email="[email protected]", role=c("aut"),
comment=c(ORCID="https://orcid.org/0000-0001-7251-8747")),
person("Grant","McDermott", email="[email protected]", role="ctb"),
person(given = "Mauricio",
family = "Vargas",
role = "ctb",
email = "[email protected]",
comment = c(ORCID = "0000-0003-1017-7574")),
person(given = "Paulo",
family = "Alcazar",
role = "ctb"),
person("Karl", "Dunkle Werner", role="ctb"),
person("Matthieu","Stigler", email = "[email protected]", role= c("ctb", "cre"),
comment =c(ORCID="0000-0002-6802-4290")),
person("Daniel","Lüdecke",email="[email protected]",role="ctb"))
Copyright: 2011-2019, Simen Gaure
Depends: R (>= 2.15.2), Matrix (>= 1.1-2)
Imports: Formula, xtable, compiler, utils, methods, sandwich, parallel
Suggests:
knitr,
digest,
igraph,
plm,
cubature (>= 2.0.3),
numDeriv,
data.table,
alpaca,
testthat
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. See Gaure (2013) <doi:10.1016/j.csda.2013.03.024>
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 (Gaure 2014 <doi:10.1002/sta4.68>).
WARNING: This package is NOT under active development anymore, no further improvements are to be expected, and the package is at risk of being removed from CRAN.
License: Artistic-2.0
Classification/JEL: C13, C23, C60
Classification/MSC: 62J05, 65F10, 65F50
URL: https://github.com/MatthieuStigler/lfe
BugReports: https://github.com/MatthieuStigler/lfe/issues
Encoding: UTF-8
RoxygenNote: 7.2.3
Roxygen: list(markdown = TRUE)