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English

lfe: Fitting Linear Models with Multiple Factors with Many Levels

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Forfattere:

Gaure, Simen

År:

2013

Referanse:

The R Journal

5(2):104-117

Sammendrag (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 forskningsråd
Oppdragsgivers prosjektnr.: 202513
Frisch prosjekt: 1172 - Social Insurance and Labor Market Inclusion in Norway