Sandwich Estimator

Standard, Robust, and Clustered Standard Errors Computed in R

June 15, 2012 | diffuseprior

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 ... [Read more...]

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)