cluster.vcov: R function for computing two-way cluster-robust standard...

Description Usage Details


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.


cluster.vcov(data, fm, cluster1, cluster2 = NULL)


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 May 30, 2019, 3:03 a.m.