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CESER: An R Package to Compute Cluster Estimated Standard Errors.
- Source :
- Journal of Open Research Software; 2021, Vol. 9 Issue 1, p1-11, 11p
- Publication Year :
- 2021
-
Abstract
- This paper presents an implementation in R of the Cluster Estimated Standard Errors (CESE) proposed by [12]. The method estimates the covariance matrix of the estimated coefficients of linear models in grouped data sets with correlation among observations within groups. Cluster Estimated Standard Errors (CESE) is an alternative solution for the classical Cluster Robust Standard Errors (CRSE) [8, 13, 15], which underestimates the standard errors in most of the situations encountered in practice [7]. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 20499647
- Volume :
- 9
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Journal of Open Research Software
- Publication Type :
- Academic Journal
- Accession number :
- 155673202
- Full Text :
- https://doi.org/10.5334/jors.355