get_robust_se: Calculate robust standard errors and produce coefficient...

Description Usage Arguments Value

Description

This function wraps around several sandwich and lmtest functions to calculate robust standard errors and returns them in a useful format.

Usage

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get_robust_se(model, type = "HC3", cluster = NULL,
  data = model.frame(model), vcov = NULL)

Arguments

model

A regression model, preferably of class lm or glm

type

One of "HC3", "const", "HC", "HC0", "HC1", "HC2", "HC4", "HC4m", "HC5". See sandwich::vcovHC() for some more details on these choices. Note that some of these do not work for clustered standard errors (see sandwich::vcovCL()]).

cluster

If you want clustered standard errors, either a string naming the column in data that represents the clusters or a vector of clusters that is the same length as the number of rows in data.

data

The data used to fit the model. Default is to just get the model.frame from model.

vcov

You may provide the variance-covariance matrix yourself and this function will just calculate standard errors, etc. based on that. Default is NULL.

Value

A list with the following:


jtools documentation built on May 2, 2019, 11:06 a.m.