dot-clusterSE: Calculating Cluster-robust Standard Errors
In baruuum/jars: Just Another Robust Standard errors package
Description
Usage
Arguments
Value
Description
Calculating Cluster-robust Standard Errors
Usage
1
.clusterSE(X, e, clust, type = "HC1")
Arguments
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.
Value
returns cluster-robust variance-covariance matrix
baruuum/jars documentation built on Nov. 3, 2019, 2:06 p.m.
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Description Usage Arguments Value
Description
Calculating Cluster-robust Standard Errors
Usage
1 | .clusterSE(X, e, clust, type = "HC1")
|
Arguments
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. |
Value
returns cluster-robust variance-covariance matrix
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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