commarobust

Build lm_robust object from lm fit

Fast procedures for small set of commonly-used, design-appropriate estimators with robust standard errors and confidence intervals. Includes estimators for linear regression, instrumental variables regression, difference-in-means, Horvitz-Thompson estimation, and regression improving precision of experimental estimates by interacting treatment with centered pre-treatment covariates introduced by Lin (2013) <doi:10.1214/12-AOAS583>.

Graeme Blair

estimatr

Fast Estimators for Design-Based Inference

Jasper Cooper

Alexander Coppock

Macartan Humphreys

Luke Sonnet

Neal Fultz

Lily Medina

Russell Lenth

commarobust function

<dl><dt>model</dt>
<dd>an lm model object</dd>
<dt>se_type</dt>
<dd>The sort of standard error sought. If <code>clusters</code> is
not specified the options are "HC0", "HC1" (or "stata", the equivalent),
"HC2" (default), "HC3", or "classical". If <code>clusters</code> is specified the
options are "CR0", "CR2" (default), or "stata". Can also specify "none",
which may speed up estimation of the coefficients.</dd>
<dt>clusters</dt>
<dd>A vector corresponding to the clusters in the data.</dd>
<dt>ci</dt>
<dd>logical. Whether to compute and return p-values and confidence
intervals, TRUE by default.</dd>
<dt>alpha</dt>
<dd>The significance level, 0.05 by default.</dd></dl>

Arguments

Build lm_robust object from lm fit — commarobust

<dl>

<dt>model</dt>
<dd>an lm model object</dd>


<dt>se_type</dt>
<dd>The sort of standard error sought. If <code>clusters</code> is
not specified the options are "HC0", "HC1" (or "stata", the equivalent),
"HC2" (default), "HC3", or "classical". If <code>clusters</code> is specified the
options are "CR0", "CR2" (default), or "stata". Can also specify "none",
which may speed up estimation of the coefficients.</dd>


<dt>clusters</dt>
<dd>A vector corresponding to the clusters in the data.</dd>


<dt>ci</dt>
<dd>logical. Whether to compute and return p-values and confidence
intervals, TRUE by default.</dd>


<dt>alpha</dt>
<dd>The significance level, 0.05 by default.</dd>

</dl>

commarobust: Build lm_robust object from lm fit

Description

Usage

Value

Arguments

Examples