cvcov

Variance-covariance matrices with robust clustered standard errors and
degrees-of-freedom for T statistics, for tests and examples specifying <code>vcov</code>
(d.o.f. defined as g - 1, where g is the number of clusters). Generated
with <code>margex</code> data in this package.

datasets

Calculate predicted levels and marginal effects,
using the delta method to calculate standard errors. This is an R-based
version of the 'margins' command from Stata.

Annie Wang

modmarg

Calculating Marginal Effects and Levels with Errors

Alex Gold

Nat Olin

cvcov function

A list of three lists, from an OLS model, logit model, and OLS with a polynomial
interaction with missing data, each containing<dl class="dl-horizontal">
 <dt>clust</dt><dd>3-by-3 variance-covariance matrix</dd>
 <dt>dof</dt><dd>integer, degrees of freedom for the T statistic</dd>
</dl>

Format

Clustered variance-covariance matrices and T statistic d.o.f. — cvcov

A list of three lists, from an OLS model, logit model, and OLS with a polynomial
interaction with missing data, each containing<dl class='dl-horizontal'>
 <dt>clust</dt><dd>3-by-3 variance-covariance matrix</dd>
 <dt>dof</dt><dd>integer, degrees of freedom for the T statistic</dd>
</dl>

cvcov: Clustered variance-covariance matrices and T statistic d.o.f.

Description

Usage

Arguments

Format

Details