This package contains a function to estimate panel-corrected standard errors. Data may contain balanced or unbalanced panels.

1 |

`object` |
A lm object containing the initial run of OLS. |

`groupN` |
A vector containing the cross-sectional group identifier for each observation. |

`groupT` |
A vector containing the time identifier for each observation. |

`pairwise` |
An optional logical flag indicating whether the X's used to estimate the "middle" matrix should be chosen in a pairwise fashion or casewise fashion. If pairwise, the correlation between observations $i$ and $j$ is based on the time periods common to $i$ and $j$. If casewise, the correlation between observations i and j is based on the largest rectangular subset of the data, i.e., $T_i$ = $T_j$ = $T^*$ for all $i$ and $j$ if casewise is selected. |

Package: | pcse |

Type: | Package |

Version: | 1.3 |

Date: | 2007-07-27 |

License: | |

Delia Bailey <delia.bailey@gmail.com> and Jonathan N. Katz <jkatz@caltech.edu> Maintainer: Delia Bailey <delia.bailey@gmail.com>

Alvarez, R. Michael, Geoffrey Garrett and Peter Lange. (1991) Government Partisanship, Labor Organization, and Macroeconomic Performance. *American Political Science Review* 85:539-56.

Beck, Nathaniel, Jonathan N. Katz, R. Michael Alvarez, Geoffrey Garrett and Peter Lange. (1993) Government Partisanship, Labor Organization, and Macroeconomic Performance: A Corrigendum. *American Political Science Review* 87:945-948.

Beck, Nathaniel and Jonathan N. Katz. (1995) What to do (and not to do) with Time-Series Cross-Section Data. *American Political Science Review* 89:634-647.

Bailey, Delia and Jonathan N. Katz. (2011) Implementing Panel-Corrected Standard Errors in R: The pcse Package. *Journal of Statistical Software, Code Snippets* 42(1):1–11. http://www.jstatsoft.org/v42/c01/

1 | ```
## see demo file.
``` |

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