Description Usage Arguments Value Author(s) References
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.
1 | mclx(fm, dfcw, cluster1, cluster2)
|
fm |
fitted model |
cluster1 |
name of clustering variable 1 |
cluster2 |
name of clustering variable 2 |
fdcw |
degree of freedom correction weights. set 1 if none required. |
a coeftest object
Mahmood Arai <mahmood.arai@ne.su.se>
Cameron, Gelbach and Miller (2006) http://www.nber.org/papers/t0327, Arellano (1987) http://ideas.repec.org/a/bla/obuest/v49y1987i4p431-34.html
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