Linear Group Fixed Effects


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Documentation for package ‘lfe’ version 2.2-1699

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lfe-package Overview. Linear Group Fixed Effects
bccorr Compute bias corrrected correlation between fixed effects
btrap Bootstrap standard errors for the group fixed effects
cgsolve Solve a symmetric linear system with the conjugate gradient method
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
makeDmatrix Make sparse matrix of dummies
mctrace Compute trace of a large matrix by sample means
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