lfe

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.

Last 30 days

This package has been downloaded 13,402 times in the last 30 days. The downloads are officially high enough to crash an underfunded departmental server. Quite an accomplishment! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 395 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 135,392 times in the last 365 days. This is the kind of download count that makes grant committees nod approvingly. A job well done, even the stoic reviewers might be impressed! The day with the most downloads was Nov 07, 2024 with 924 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.