commarobust: Build lm_robust object from lm fit
In estimatr: Fast Estimators for Design-Based Inference

commarobust

R Documentation

Build lm_robust object from lm fit

Description

Build lm_robust object from lm fit

Usage

commarobust(model, se_type = NULL, clusters = NULL, ci = TRUE, alpha = 0.05)

Arguments

`model`	an lm model object
`se_type`	The sort of standard error sought. If `clusters` is not specified the options are "HC0", "HC1" (or "stata", the equivalent), "HC2" (default), "HC3", or "classical". If `clusters` is specified the options are "CR0", "CR2" (default), or "stata". Can also specify "none", which may speed up estimation of the coefficients.
`clusters`	A vector corresponding to the clusters in the data.
`ci`	logical. Whether to compute and return p-values and confidence intervals, TRUE by default.
`alpha`	The significance level, 0.05 by default.

Value

an lm_robust object.

Examples

lmo <- lm(mpg ~ hp, data = mtcars)

# Default HC2
commarobust(lmo)

commarobust(lmo, se_type = "HC3")

commarobust(lmo, se_type = "stata", clusters = mtcars$carb)

estimatr documentation built on May 29, 2024, 7:23 a.m.