cluster.vcov: R function for computing two-way cluster-robust standard...
In skranz/sktools: Helpful functions used in my courses
Description
The code below was adapted by Ian Gow on May 16, 2011 using
code supplied via Mitchell Petersen's website by Mahmood
Arai, Jan 21, 2008.
Usage
1
cluster.vcov(data, fm, cluster1, cluster2 = NULL)
Details
Apart from a little cleanup of the code, the main
difference between this and the earlier code is in the
handling of missing values. Look at the file cluster.test.R
to see example usage. Note that care should be taken to do
subsetting outside of the call to lm or glm, as it is
difficult to recon- struct subsetting of this kind from the
fitted model. However, the code does handle transformations
of variables in the model (e.g., logs). Please report any
bugs, suggestions, or errors to iandgow
skranz/sktools documentation built on April 12, 2021, 11:43 a.m.
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Description
The code below was adapted by Ian Gow on May 16, 2011 using code supplied via Mitchell Petersen's website by Mahmood Arai, Jan 21, 2008.
Usage
1 | cluster.vcov(data, fm, cluster1, cluster2 = NULL)
|
Details
Apart from a little cleanup of the code, the main difference between this and the earlier code is in the handling of missing values. Look at the file cluster.test.R to see example usage. Note that care should be taken to do subsetting outside of the call to lm or glm, as it is difficult to recon- struct subsetting of this kind from the fitted model. However, the code does handle transformations of variables in the model (e.g., logs). Please report any bugs, suggestions, or errors to iandgow
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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