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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 3.0-0, 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 3.0-0, 2024},
  }

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.
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