adjustment.matrices.slow | R Documentation |
This function gets adjustment matrices for the cluster-robust variance estimators CR2 and CR3 from Bell and McCaffrey (2002). The is a more straightforward calculation of adjustment.matrices(), for testing to make sure that adjustment.matrices() is correct.
adjustment.matrices.slow(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
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