adjustment.matrices: Adjustment Matrices

adjustment.matricesR Documentation

Adjustment Matrices

Description

This function gets adjustment matrices for the cluster-robust variance estimators CR2 and CR3 from Bell and McCaffrey (2002).

Usage

adjustment.matrices(xg, xtx, delta = 0.5)

Arguments

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

Value

A vector of eigenvalues


akiva-yonah-meiselman/clubsoda documentation built on Feb. 3, 2025, 1:34 p.m.