clustered_se: Calculate clustered standard errors for lm model

In mattdwebb/wildclusterboot: Wild Cluster Bootstrap

Description

This is a flexible function that will calculate cluster-robust standard errors for an 'lm' object. This includes the standard, one-way clustered standard error (similar to Stata's 'cluster' option) and a "multi-way" clustered standard error, due to Cameron, Gelbach and Miller (2011)

Usage

clustered_se(data, model, clusterby)

Arguments

data	Dataframe object containing both model data and clusterby variables
model	lm object to calculate clustered standard errors for
clusterby	String or fomula indicating the column in 'data' to cluster on Use a string for one-way clustering. a formula to indicate multiway clustering (e.g. use '~ G + H' to a clustering using the G and H dimensions

Value

Named vector of clustered standard errors

mattdwebb/wildclusterboot documentation built on May 23, 2019, 3:08 p.m.