Description Usage Arguments Details Value Examples
Map-reduce clustered standard errors with biglm
1 | cluster_se(file_list, fitted_model, ...)
|
file_list |
Character vector of data file names. Must be in |
fitted_model |
Fitted |
... |
Additional arguments to pass to
|
Computation DOES NOT do small sample DOF adjustment (I assume if you're using biglm
, the data is large).
Also importantly, computation assumes no group overlap across files (all observations from each group are in one file).
A list with elements
xxinv
: (X'X)^-1
cluster_vcov
: cluster-robust variance-covariance matrix estimate
g_cov
: inner matrix in cluster-robust vcov matrix
e_hat
: mean of squared residuals
1 | cluster_se(data_files, m, clustervar="group")
|
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