[R] clustered standarderrors using design package

From: Anders Eklund <aeklund_at_kth.se>
Date: Sat, 19 May 2007 23:54:34 +0200 (CEST)


Please help,

I have a strange problem. I've got a balanced panel data set. I use dummy variable regression and I've got results with lm function.

summary(lm(y ~ post + t19961 + t19962 + t19963 + t19964 + t19971 + t19972 + t19973 + t19974 + t19981+factor( id)))

The problem is that I would like to get my standard errors clustered but then gets the following error message:

f<-(lm(y ~ post + t19961 + t19962 + t19963 + t19964 + t19971 + t19972 + t19973 + t19974 + t19981+factor( id)))
library(Design)
g.clust1 <- robcov(f, id)
Error in match.arg(type) : 'arg' should be one of working, response, deviance, pearson, partial

All my variables is vectors and I've tried with other variables inside and outside the model and all results in the same errormessage.

Best regards

Anders Eklund
Stockholm, Sweden.



R-help_at_stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Sat 19 May 2007 - 21:58:08 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Sun 20 May 2007 - 02:31:19 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.