coeftestCluster: Cluster standard errors on one or two variables

In guyschvitz/gsfuns: Assorted functions for data preparation and analysis

Description

Slightly modified function to cluster standard errors from glm or lm models. Taken from: https://github.com/iangow-public/acct_data/blob/master/code/cluster2.R

Usage

coeftestCluster(data, mod, namevec, cluster1, cluster2 = NULL, coeftest = T)

Arguments

data	Dataframe used to estimate model
mod	Model estimated using glm or lm
namevec	Names of model variables
cluster1	Clustering variable
cluster2	Second clustering variable (optional)
coeftest	Boolean. Return coeftest object (TRUE) or clustered variance-covariance matrix?

Value

coeftest object or a clustered variance-covariance matrix

guyschvitz/gsfuns documentation built on Jan. 1, 2021, 2:28 a.m.