Description Usage Arguments Value
Calculating Cluster-robust Standard Errors
1 | .clusterSE(X, e, clust, type = "HC1")
|
X |
model matrix |
e |
residual vector |
clust |
integer vector indicating cluster membership |
type |
type of the sandwich estimator. Must be one of HC0 or HC1. |
returns cluster-robust variance-covariance matrix
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