12 июн. 2024 г. · This vignette describes how standard-errors are computed in fixest 's estimations. In particular, it details all the possible choices surrounding small sample ...

4 окт. 2021 г. · The lm_robust() function in the estimatr package also allows you to calculate robust standard errors in one step using the se_type argument. ... Adjusting standard errors · fixest and feols()

12 июн. 2024 г. · The package fixest provides a family of functions to perform estimations with multiple fixed-effects. The two main functions are feols for linear models and ...

You can use the functions setFixest_vcov and setFixest_ssc to permanently set the way the standard-errors are computed.

... fixed-effect models with clustered standard errors using the cluster option. Use the vcov() function to easily adjust and compute robust standard errors.

1 окт. 2021 г. · The clustered standard-errors belong to "sandwich" covariance matrix estimators, like the heteroskedasticity-robust detailed by Wooldridge.

Tells how to cluster the standard-errors (if clustering is requested). Can be either a list of vectors, a character vector of variable names, a formula or an ...

25 апр. 2022 г. · By default fixest automatically computes cluster-robust standard errors when you include fixed effects. If you set vcov=NULL , modelsummary ...

Standard-errors can be computed in different ways, you can use the arguments se and ssc in summary.fixest to define how to compute them. By default, in the ...

23 апр. 2021 г. · In a pooled dataset with heteroskedasticity you should use robust standard errors. This will adjust the standard errors to take account of the ...