R/cvcov.R

In anniejw6/modmarg: Calculating Marginal Effects and Levels with Errors

#' Clustered variance-covariance matrices and T statistic d.o.f.
#'
#' Variance-covariance matrices with robust clustered standard errors and
#' degrees-of-freedom for T statistics, for tests and examples specifying \code{vcov}
#' (d.o.f. defined as g - 1, where g is the number of clusters). Generated
#' with \code{margex} data in this package.
#'
#' See data-raw/make_cluster_vcov.R for details.
#'
#' @format A list of three lists, from an OLS model, logit model, and OLS with a polynomial
#' interaction with missing data, each containing
#' \describe{
#'   \item{clust}{3-by-3 variance-covariance matrix}
#'   \item{dof}{integer, degrees of freedom for the T statistic}
#' }
#' @source \url{http://cameron.econ.ucdavis.edu/research/Cameron_Miller_JHR_2015_February.pdf}
"cvcov"