Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R
Clustered covariances or clustered standard errors are very widely used to account for correlated or clustered data, especially in economics, political sciences, and other social sciences. They are employed to adjust the inference following estimation of a standard least-squares regression or genera...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2020-10-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/3214 |