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The package 'lfe' and its methods have been documented in several papers. To cite 'lfe' in publications use one or some of:
Gaure S (2013). “lfe: Linear group fixed effects.” The R Journal, 5(2), 104-117. User documentation of the 'lfe' package, https://journal.r-project.org/archive/2013/RJ-2013-031/RJ-2013-031.pdf.
Gaure S (2013). “OLS with multiple high dimensional category variables.” Computational Statistics & Data Analysis, 66, 8 - 18. ISSN 0167-9473, doi:10.1016/j.csda.2013.03.024, Description of the projection methods used in 'lfe', http://dx.doi.org/10.1016/j.csda.2013.03.024.
Gaure S (2014). “Correlation bias correction in two-way fixed effects linear regression.” Stat, 3(1), 379-390. ISSN 2049-1573, doi:10.1002/sta4.68, Description of the limited mobility bias correction method used in 'lfe', http://dx.doi.org/10.1002/sta4.68.
Gaure S (2025). lfe: Linear Group Fixed Effects. R package version 3.1.1, 2025, https://CRAN.R-project.org/package=lfe.
Corresponding BibTeX entries:
@Article{,
title = {{lfe}: Linear group fixed effects},
author = {Simen Gaure},
journal = {The R Journal},
pages = {104-117},
year = {2013},
volume = {5},
number = {2},
note = {User documentation of the 'lfe' package},
month = {Dec},
url =
{https://journal.r-project.org/archive/2013/RJ-2013-031/RJ-2013-031.pdf},
}
@Article{,
title = {{OLS} with multiple high dimensional category variables},
journal = {Computational Statistics & Data Analysis},
volume = {66},
pages = {8 - 18},
year = {2013},
note = {Description of the projection methods used in 'lfe'},
issn = {0167-9473},
doi = {10.1016/j.csda.2013.03.024},
url = {http://dx.doi.org/10.1016/j.csda.2013.03.024},
author = {Simen Gaure},
}
@Article{,
title = {Correlation bias correction in two-way fixed effects
linear regression},
journal = {Stat},
volume = {3},
number = {1},
url = {http://dx.doi.org/10.1002/sta4.68},
doi = {10.1002/sta4.68},
pages = {379-390},
year = {2014},
note = {Description of the limited mobility bias correction method
used in 'lfe'},
issn = {2049-1573},
author = {Simen Gaure},
}
@Manual{,
title = {{lfe}: Linear Group Fixed Effects},
author = {Simen Gaure},
year = {2025},
url = {https://CRAN.R-project.org/package=lfe},
note = {R package version 3.1.1, 2025},
}
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.