conf.interval.meis: Calculate Confidence Interval

In akiva-yonah-meiselman/clubsoda: What the Package Does (One Line, Title Case)

Calculate Confidence Interval

Description

This function calculates a confidence interval for the coefficient (or linear combination of coefficients) defined by test.var (or c0) according to Meiselman (2021).

Usage

conf.interval.meis(
  data,
  y.name,
  x.names,
  cluster.id,
  alpha = 0.05,
  weights = NULL,
  c0 = NULL,
  test.var = NULL,
  fe.id = cluster.id,
  crve.type = "CR1"
)

Arguments

data	Data frame or matrix containing all outcomes, covariates, and group ids
y.name	Name of dependent variable
x.names	Vector of covariate names
cluster.id	Name of cluster id variable
alpha	Size of test associated with the confidence interval (e.g. a test of size 0.05 is associated with a 95% confidence interval)
weights	Name of weight variable, if applicable
c0	Linear hypothesis vector, either c0 or test.var must be supplied
test.var	Index of variable to test, either c0 or test.var must be supplied
fe.id	Name of fixed effect group id variable (defaults to cluster.id)
crve.type	Type of cluster-robust variance estimator (CR0, CR1, CR2, CR3)

Value

numeric, the lower and upper bound of the confidence interval

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