lfe: Fitting Linear Models with Multiple Factors with Many Levels
Lenke til artikkel:
Forfattere:
Gaure, Simen
År:
2013
Referanse:
5(2):104-117Sammendrag (engelsk)
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 forskningsrådOppdragsgivers prosjektnr.: 202513
Frisch prosjekt: 1172 - Social Insurance and Labor Market Inclusion in Norway