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lfe: Fitting Linear Models with Multiple Factors with Many Levels

Sammendrag

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.

Om publikasjonen

Forfattere:

Gaure, Simen

År:

2013

Tidsskrift:

The R Journal

Serie:

Vitenskapelige tidsskrift

Prosjekt:

1172 - Social Insurance and Labor Market Inclusion in Norway

Lenke:

[PDF]