Description Usage Format Details Source
Variance-covariance matrices with robust clustered standard errors and
degrees-of-freedom for T statistics, for tests and examples specifying vcov
(d.o.f. defined as g - 1, where g is the number of clusters). Generated
with margex
data in this package.
1 |
A list of three lists, from an OLS model, logit model, and OLS with a polynomial interaction with missing data, each containing
3-by-3 variance-covariance matrix
integer, degrees of freedom for the T statistic
See data-raw/make_cluster_vcov.R for details.
http://cameron.econ.ucdavis.edu/research/Cameron_Miller_JHR_2015_February.pdf
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