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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 (2024). lfe: Linear Group Fixed Effects. R package version 3.1.0, 2024, 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 = {2024}, url = {https://CRAN.R-project.org/package=lfe}, note = {R package version 3.1.0, 2024}, }
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