compute_vcov: Compute variance covariance matrix for standard errors from...

In julianhinz/R_glmhdfe: Estimate Generalized Linear Models with High-Dimensional Fixed Effects

Description

Compute variance covariance matrix for standard errors from given glmhdfe_data, glmhdfe_call and glmhdfe_info objects

Usage

compute_vcov(data, call, info, custom_cluster = NULL,
  demean_iterations = 100, demean_tolerance = 1e-08,
  include_data_vcov = F, trace = F, verbose = F)

Arguments

data	glmhdfe_data object
call	glmhdfe_call object
info	glmhdfe_info object
custom_cluster	Character vector with variable names, overwrites clustering from glmhdfe_call object
demean_iterations	Iterations for demeaning algorithm
demean_tolerance	Demeaning tolerance
include_data_vcov	Return data used in variance-covariance matrix estimation?
trace	Show some information during estimation
verbose	Show more information during estimation for the impatient

julianhinz/R_glmhdfe documentation built on Feb. 11, 2022, 7:37 a.m.