Inference

cluster(names::Symbol...)

Estimate variance-covariance matrix with a cluster-robust estimator.

Arguments

• names::Symbol...: column names of variables that represent the clusters.

names(vce::ClusterCovariance)

Return column names of variables used to form clusters for vce.

nclusters(vce::ClusterCovariance)

Return the number of clusters for each dimension/way of clustering.

robust()

Estimate variance-covariance matrix with a heteroskedasticity-robust estimator.

simple()

Estimate variance-covariance matrix with a simple estimator.