cluster_HC1: Cluster-Robust Variance-Covariance Matrix Estimator (HC1)

In baruuum/jars: Just Another Robust Standard errors package

Description

Cluster-Robust Variance-Covariance Matrix Estimator (HC1)

Usage

cluster_HC1(X, e, clust)

Arguments

X	the model matrix. Can be obtained by applying the function model.matrix on a lm object.
e	vector of residuals. Can be obtained by applying the function resid on a lm object.
clust	a integer vector of cluster indicators.

Value

returns a cluster-robust variance-covariance matrix of type HC1.

baruuum/jars documentation built on Nov. 3, 2019, 2:06 p.m.