Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in <i>R</i> 论文
2020Journal of Statistical Software引用 636顶会
Bayesian Methods and Mixture ModelsData Analysis with RStatistical Methods and Inference
详细信息
- 发表期刊/会议
- Journal of Statistical Software
- 发表日期
- 2020-01-01
- 发表年份
- 2020
关键词
Bayesian Methods and Mixture ModelsData Analysis with RStatistical Methods and Inference
摘要
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 generalized linear model estimated by maximum likelihood. Although many publications just refer to