lm_cluster | R Documentation |
This function calculates standard errors with clustered erros and add them to the linear model fit object with a named vector "se_cluster". This vector can be used in stargazer.
lm_cluster(data, formula, cluster, ...)
## Petersen's data data("PetersenCL", package = "sandwich") m <- lm(y ~ x, data = PetersenCL) ## clustered covariances m1 <- lm_cluster(y ~ x, data = PetersenCL, cluster=firm) summary(m1) m1$se_cluster m1$vcov_cluster stargazer(m, m1, se=list(NULL, m1$se_cluster))
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