Posts Tagged ‘ cluster ’

Standard, Robust, and Clustered Standard Errors Computed in R

June 15, 2012
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Standard, Robust, and Clustered Standard Errors Computed in R

Where do these come from? Since most statistical packages calculate these estimates automatically, it is not unreasonable to think that many researchers using applied econometrics are unfamiliar with the exact details of their computation. For the purposes of illustration, I am going to estimate different standard errors from a basic linear regression model: , using the

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Parallel computing in R: snowfall/snow

June 20, 2009
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I finally have time to try parallel computing in R using snowfall/snow thanks to this article in the 1st issue of R journal, which replaces R news. I didn’t try it before because i didn’t have a good toy example, and it seemed like a steep learning curve (i only guessed what parallel computing was).

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