Linear Group Fixed Effects


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Documentation for package ‘lfe’ version 2.1-1640

Help Pages

lfe-package Overview. Linear Group Fixed Effects
bccorr Compute bias corrrected correlation between fixed effects
btrap Bootstrap standard errors for the group fixed effects
compfactor Find the connected components
condfstat Compute conditional F statistic for weak instruments in an IV-estimation with multiple endogenous variables.
demeanlist Centre vectors on multiple groups
efactory Create estimable function
felm Fit a linear model with multiple group fixed effects
fevcov Compute bias corrrected covariance matrix between fixed effects
getfe Retrieve the group fixed effects
is.estimable Verify estimability of function
kaczmarz Solve a linear system defined by factors
lfe Overview. Linear Group Fixed Effects
summary.felm Summarize felm model fits
varvars Compute the variance of the fixed effect variance estimate
waldtest Compute Wald test for linear restriction or joint significance.