adjustment.matrices | R Documentation |
This function gets adjustment matrices for the cluster-robust variance estimators CR2 and CR3 from Bell and McCaffrey (2002).
adjustment.matrices(xg, xtx, delta = 0.5)
xg |
List of cluster-specific submatrices of design matrix |
xtx |
Inverse of design matrix squared |
delta |
Power to raise (I_g - H_gg), by default delta=0.5 for CR2 |
A vector of eigenvalues
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.