clx: Clustered Regression standard errors for one way clustering
In tlamadon/rutils: Some utility functions
Description
Usage
Arguments
Value
Author(s)
Description
Clustered standard errors similar to http://www.stata.com/help.cgi?vce_option
I installed a vignette in /inst. Contacted the author whether he would work on a package
himself, said no. Copyright Mahmood Arai, Jan 26, 2008. Here's a vignette:
http://people.su.se/~ma/clustering.pdf. Caution: not properly tested.
Usage
1
clx(fm, dfcw, cluster)
Arguments
fm
fitted model
cluster
name of clustering variable
fdcw
degree of freedom correction weights. set 1 if none required.
Value
a coeftest object
Author(s)
Mahmood Arai <mahmood.arai@ne.su.se>
tlamadon/rutils documentation built on May 31, 2019, 3:49 p.m.
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Description Usage Arguments Value Author(s)
Description
Clustered standard errors similar to http://www.stata.com/help.cgi?vce_option I installed a vignette in /inst. Contacted the author whether he would work on a package himself, said no. Copyright Mahmood Arai, Jan 26, 2008. Here's a vignette: http://people.su.se/~ma/clustering.pdf. Caution: not properly tested.
Usage
1 | clx(fm, dfcw, cluster)
|
Arguments
fm |
fitted model |
cluster |
name of clustering variable |
fdcw |
degree of freedom correction weights. set 1 if none required. |
Value
a coeftest object
Author(s)
Mahmood Arai <mahmood.arai@ne.su.se>
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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