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lfe: Fitting Linear Models with Multiple Factors with Many Levels

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Forfattere:

Gaure, Simen

År:

2013

Referanse:

The R Journal

5(2):104-117

Summary

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.

Prosjekt info:

Oppdragsgiver: Norges forskningsråd
Oppdragsgivers prosjektnr.: 202513
Frisch prosjekt: 1172 - Social Insurance and Labor Market Inclusion in Norway