lfe: Linear Group Fixed Effects

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.

Simen Gaure

CRAN packages used

Matrix, plm, lfe, igraph, multicore

CRAN Task Views implied by cited packages

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

  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}