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
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For attribution, please cite this work as
Gaure, "The R Journal: lfe: Linear Group Fixed Effects", The R Journal, 2013
BibTeX citation
@article{RJ-2013-031,
author = {Gaure, Simen},
title = {The R Journal: 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}
}