Oppdragsgivers prosjektnr.: 202513
Frisch prosjekt: 1172 - Social Insurance and Labor Market Inclusion in Norway
lfe: Fitting Linear Models with Multiple Factors with Many Levels
Link to article:
Authors:
Gaure, Simen
Year:
2013
Reference:
5(2):104-117Summary
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.
Project:
Oppdragsgiver: Norges forskningsrådOppdragsgivers prosjektnr.: 202513
Frisch prosjekt: 1172 - Social Insurance and Labor Market Inclusion in Norway
