Standard Errors

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...]

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