Linear Group Fixed Effects

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Documentation for package ‘lfe’ version 3.0-0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

lfe-package	Overview. Linear Group Fixed Effects
..oldfelm	Fit a linear model with multiple group fixed effects (old interface)
bccorr	Compute limited mobility bias corrected correlation between fixed effects
btrap	Bootstrap standard errors for the group fixed effects
cgsolve	Solve a symmetric linear system with the conjugate gradient method
chainsubset	Chain subset conditions
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
fepois	Fit a Poisson model with multiple group fixed effects
fevcov	Compute limited mobility bias corrected 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 from factor list
mctrace	Compute trace of a large matrix by sample means
nlexpect	Compute expectation of a function of the coefficients.
sargan	Compute Sargan's S
summary.felm	Summarize felm model fits
varvars	Compute the variance of the fixed effect variance estimate
waldtest	Compute Wald test for joint restrictions on coefficients