Displaying 2 results from an estimated 2 matches for "vcovcl".
Did you mean:
vcov
2010 Jun 08
2
how to ignore rows missing arguments of a function when creating a function?
...m = TRUE, fm, cluster){
attach( dat , warn.conflicts = F)
library(sandwich)
library(lmtest)
M <- length(unique(cluster))
N <- length(cluster)
K <- fm$rank
dfc <- (M/(M-1))*((N-1)/(N-K))
uj <- data.frame(apply(estfun(fm),2, function(x) data.frame(tapply(x,
cluster, sum)) ) );
vcovCL <- dfc*sandwich(fm, meat=crossprod(uj)/N)
coeftest(fm, vcovCL)
}
When I run my function, I get the message:
Error in tapply(x, cluster, sum) : arguments must have same length
If I specify instead attach(na.omit(dat), warn.conflicts = F) and don't
have the "na.rm=TRUE" argu...
2017 Aug 03
0
Results of vcovCL (sandwich) and of cluster() in Stata
...ilter the data
cities <- filter(cities, !is.na(pop1500))
cities <- filter(cities, city != "Z?rich" & city != "Mainz" &
city != "Wittenberg")
# the model
m1 <- lm(prot1530 ~ press - 1, data = cities)
# the clustered standard errors
coeftest(m1, vcov. = vcovCL(m1, cluster=cities$territory))
I tried different types (HC1, HC2, etc), but always the value for the SE
is not the same as in the table.
Any ideas?
Many thanks in advance.
--
:: Igor Sosa Mayor :: joseleopoldo1792 at gmail.com ::
:: GnuPG: 0x1C1E2890 :: http://www.gnupg.org/ ::
:: j...