cluster_se: Map-reduce clustered standard errors with 'biglm'

Description Usage Arguments Details Value Examples

Description

Map-reduce clustered standard errors with biglm

Usage

1
cluster_se(file_list, fitted_model, ...)

Arguments

file_list

Character vector of data file names. Must be in .rds format.

fitted_model

Fitted biglm object.

...

Additional arguments to pass to chunk_clusterse

  • clustervar: character name of variable to cluster on

  • levels_union: named list with factor variables to standardize

Details

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).

Value

A list with elements

Examples

1
cluster_se(data_files, m, clustervar="group")

gregobad/biglm-mapper documentation built on May 9, 2019, 1:09 a.m.