Dear all,
I am trying to estimate the marginal effects of a logit regression using the mfx
package. It is crucial that the standard errors are clustered at the year level.
Hence, the code looks as follows:
marginal.t24.2<-logitmfx(stock.market.crash~crash.t24+bubble.t24+RV.t24,data=Data_logitregression_lags,
clustervar1 = "year")
marginal.t24.4<-logitmfx(stock.market.crash~crash.t24+bubble.t24+MP.t24+UTS.t24+UPR.t24+PPI.t24+RV.t24,data=Data_logitregression_lags,
clustervar1 = "year")
Is it correct to use clustervar1 = "year" to have year clustered
standard errors?
In addition I would like to create a table. I thought that stargazer would be
appropriate but the following code is not working:
stargazer(marginal.t24.2, marginal.t24.4, title="Marginal effects
result",type="text",out="Marginalt24logit-exportJun2017.txt")
R returns following error:
% Error: Unrecognized object type.
How can I create a table with marginal effects and the corresponding standard
errors? Is there an alternative to stargazer?
Thanks for your support in advance.
Kind regards.
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