Inference

Vcov.cluster — Method
cluster(names::Symbol...)

Estimate variance-covariance matrix with a cluster-robust estimator.

Arguments

  • names::Symbol...: column names of variables that represent the clusters.
Vcov.names — Method
names(vce::ClusterCovariance)

Return column names of variables used to form clusters for vce.

Vcov.nclusters — Method
nclusters(vce::ClusterCovariance)

Return the number of clusters for each dimension/way of clustering.

Vcov.robust — Method
robust()

Estimate variance-covariance matrix with a heteroskedasticity-robust estimator.

Vcov.simple — Method
simple()

Estimate variance-covariance matrix with a simple estimator.