Map-reduce clustered standard errors with
Character vector of data file names. Must be in
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
cluster_vcov: cluster-robust variance-covariance matrix estimate
g_cov: inner matrix in cluster-robust vcov matrix
e_hat: mean of squared residuals
cluster_se(data_files, m, clustervar="group")
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