cluster_matrix: Cluster-robust Standard Error Estimation

View source: R/utils.R

cluster_matrixR Documentation

Cluster-robust Standard Error Estimation

Description

cluster_matrix is a helper for computation of cluster-robust standard errors.

Usage

cluster_matrix(e, cluster, x)

Arguments

e

Vector of residuals.

cluster

Vector of clusters.

x

Regressor matrix.

Value

Gives the XeeX matrix.


penppml documentation built on Sept. 8, 2023, 5:58 p.m.