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lfe

Linear Group Fixed Effects

v3.1.1 · Feb 10, 2025 · Apache License (>= 2)

Description

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.

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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (18)

Dependency Network

Dependencies Reverse dependencies Matrix Formula xtable sandwich connected interflex ivDiag partialling.out HonestDiD OneSampleMR SpatialInference SpatialRDD alpaca broom broom.helpers fixest getspanel insight modelsummary +3 more reverse deps lfe

Version History

new 3.1.1 Mar 10, 2026
updated 3.1.1 ← 3.1.0 diff Feb 10, 2025
updated 3.1.0 ← 3.0-0 diff Nov 5, 2024
updated 3.0-0 ← 2.9-0 diff Feb 28, 2024
updated 2.9-0 ← 2.8-8 diff Feb 12, 2023
updated 2.8-8 ← 2.8-7.1 diff May 4, 2022
updated 2.8-7.1 ← 2.8-7 diff Nov 6, 2021
updated 2.8-7 ← 2.8-6 diff Jul 30, 2021
updated 2.8-6 ← 2.8-5.1 diff Jan 10, 2021
updated 2.8-5.1 ← 2.8-5 diff Jul 7, 2020
updated 2.8-5 ← 2.8-4 diff Dec 16, 2019
updated 2.8-4 ← 2.8-3 diff Dec 10, 2019
updated 2.8-3 ← 2.8-2.1 diff Mar 26, 2019
updated 2.8-2.1 ← 2.8-2 diff Mar 25, 2019
updated 2.8-2 ← 2.8 diff Aug 21, 2018
updated 2.8 ← 2.7-2383 diff Jun 27, 2018
updated 2.7-2383 ← 2.6-2291 diff Jun 17, 2018
updated 2.6-2291 ← 2.5-1998 diff Feb 15, 2018
updated 2.5-1998 ← 2.5-1968 diff Apr 18, 2016
updated 2.5-1968 ← 2.4-1788 diff Apr 10, 2016