clustered.se: This function allows for calculation of clustered standard...
In mathematica-mpr/edtechrce: Contains functions to be used in API for edtechrce.org
Description
Usage
Arguments
Value
Description
This function allows for calculation of clustered standard errors after running a standard linear regression with lm.
Usage
1
clustered.se(model_result, data, cluster, level = 0.95, Tvar = "treatment")
Arguments
model_result
Model object returned by lm
data
The data set used in the original regression
cluster
The name of the clustering variable
level
The confidence level at which the p-value should be calculated
Tvar
The name of the treatment variable from the original regression
Value
A list containing a variance-covariance matrix, clustered standard errors and p-values for each coefficient in the original model, and lower and upper bounds for confidence intervals at each specified confidence level.
mathematica-mpr/edtechrce documentation built on Nov. 10, 2019, 9:19 a.m.
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Description Usage Arguments Value
Description
This function allows for calculation of clustered standard errors after running a standard linear regression with lm.
Usage
1 | clustered.se(model_result, data, cluster, level = 0.95, Tvar = "treatment")
|
Arguments
model_result |
Model object returned by lm |
data |
The data set used in the original regression |
cluster |
The name of the clustering variable |
level |
The confidence level at which the p-value should be calculated |
Tvar |
The name of the treatment variable from the original regression |
Value
A list containing a variance-covariance matrix, clustered standard errors and p-values for each coefficient in the original model, and lower and upper bounds for confidence intervals at each specified confidence level.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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