get_robust_se | R Documentation |
This function wraps around several sandwich and lmtest functions to calculate robust standard errors and returns them in a useful format.
get_robust_se(
model,
type = "HC3",
cluster = NULL,
data = model.frame(model),
vcov = NULL
)
model |
A regression model, preferably of class |
type |
One of |
cluster |
If you want clustered standard errors, either a string naming
the column in |
data |
The data used to fit the model. Default is to just get the
|
vcov |
You may provide the variance-covariance matrix yourself and this function will just calculate standard errors, etc. based on that. Default is NULL. |
A list with the following:
coefs
: a coefficient table with the estimates, standard errors,
t-statistics, and p-values from lmtest
.
ses
: The standard errors from coefs
.
ts
: The t-statistics from coefs
.
ps
: The p-values from coefs
.
type
: The argument to robust
.
use_cluster
: TRUE
or FALSE
indicator of whether clusters were used.
cluster
: The clusters or name of cluster variable used, if any.
vcov
: The robust variance-covariance matrix.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.