makeDmatrix

Given a list of factors, return the matrix of dummies as a sparse matrix.

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>).
WARNING: This package is NOT under active development anymore, no further improvements are to be expected, and the package is at risk of being removed from CRAN.

Matthieu Stigler

Linear Group Fixed Effects

Simen Gaure

Grant McDermott

Mauricio Vargas

Karl Dunkle Werner

Daniel Lüdecke

makeDmatrix function

<dl><dt>fl</dt>
<dd>list of factors.</dd>
<dt>weights</dt>
<dd>numeric vector. Multiplied into the rows.</dd></dl>

Arguments

Make sparse matrix of dummies from factor list — makeDmatrix

<dl>

<dt>fl</dt>
<dd>list of factors.</dd>


<dt>weights</dt>
<dd>numeric vector. Multiplied into the rows.</dd>

</dl>

makeDmatrix: Make sparse matrix of dummies from factor list

Description

Usage

Value

Arguments

Details

Examples