lfe: Linear Group Fixed Effects
lfe: Linear Group Fixed Effects
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lfe：线性组固定效应
DOI：
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发表时间：
2013
期刊：
影响因子：
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通讯作者：
Simen Gaure
中科院分区：
文献类型：
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作者：
Simen Gaure
具有固定效应和许多虚拟变量的线性模型在某些领域很常见。这种模型很容易估计，除非这些因素有太多的水平。R包lfe通过实现对多个因子的内部转换的泛化来解决这个问题，为大型问题量身定制。
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.