Linear Group Fixed Effects
Overview
Transforms away factors with many levels prior to doing an OLS. Useful for estimating linear models with multiple group fixed effects, and for estimating linear models which uses factors with many levels as pure control variables. See Gaure (2013) doi:10.1016/j.csda.2013.03.024 Includes support for instrumental variables, conditional F statistics for weak instruments, robust and multi-way clustered standard errors, as well as limited mobility bias correction (Gaure 2014 doi:10.1002/sta4.68). Since version 3.0, it provides dedicated functions to estimate Poisson models.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 25 (2 internal)includes a package overview page
- Examples that run
- 100%20 run in a plain check
- Exported functions with examples
- 86%
- Documented parameters
- 98%
- Return-value docs
- 91%
- Help pages citing references
- 28%
Downloads
Repository
- PRs merged (all time)
- not measured
- Median days to close, 50 most recently updated closed issues
- 0
- Median days to close, 50 most recently updated closed PRs
- not measured
Forks over time
Issues over time
5 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/r-econometrics/lfe on 2026-10-18.
The R CMD check workflow runs on Linux
Dependencies
Installing lfe adds 4 packages (1 with compiled code, 2.7 MB of source tarballs). Heaviest: sandwich 1.4 MB, zoo 675 KB, xtable 604 KB.
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Code & Tests
People & History
Previously maintained by Matthieu Stigler (2.8-6 to 2.9-0) and Simen Gaure (1.0-418 to 2.8-5.1).
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Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 3.1.1Latest
- 3.1.02024-11-06 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 3.0-0
- RR 4.3.0 released · 2023-04-21
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- RR 4.2.0 released · 2022-04-22
- 2.8-7.12021-11-07 · diff ↗
- 2.8-72021-07-31 · diff ↗
- RR 4.1.0 released · 2021-05-18
- unarchivedReturned to CRAN2021-01-11
- 2.8-62021-01-11 · diff ↗
- archivedRemoved from CRAN2020-12-04check problems were not corrected in time
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- 2.8-5.12020-07-08 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 2.8-52019-12-17 · diff ↗
- 2.8-42019-12-11 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 2.8-32019-03-27 · diff ↗
- 2.8-2.12019-03-26 · diff ↗
- 2.8-22018-08-22 · diff ↗
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- RR 3.5.0 released · 2018-04-23
- 2.6-2291
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
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- RR 3.2.0 released · 2015-04-16
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- 1.7-14162014-12-15 · diff ↗
- 1.7-14042014-10-10 · diff ↗
- 1.7-14012014-10-09 · diff ↗
- RR 3.1.0 released · 2014-04-10
- 1.7-12892014-03-13 · diff ↗
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- RR 3.0.0 released · 2013-04-03
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- RR 2.15.0 released · 2012-03-30
- 1.4-7312011-12-07 · diff ↗
- 1.4-7292011-11-29 · diff ↗
- 1.4-7262011-11-23 · diff ↗
- 1.4-7232011-11-21 · diff ↗
- RR 2.14.0 released · 2011-10-31
- 1.4-7092011-10-11 · diff ↗
- 1.4-7082011-09-28 · diff ↗
- 1.4-7022011-09-27 · diff ↗
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- RR 2.13.0 released · 2011-04-13
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- 1.1-4342011-03-16 · diff ↗
- 1.1-4272011-03-11 · diff ↗
- 1.0-4182011-03-10
- RR 2.12.0 released · 2010-10-15
Package metadata
- First published
- 2011-03-10
- Total releases
- 64 / 15 yrs
- License
- Apache License (>= 2) · relicensed from MIT + file LICENSE in 3.1.1
- Minimum R
- ≥ 2.15.2
- Download size
- 1.1 MB
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