I'm trying to get Newey-West standard errors to work with the output of pmg() (Mean Groups/Fama-MacBeth estimator) from the plm package. Following the example from here: require(foreign) require(...

Is there any command to find the standard error of the mean in R?

I have a panel data set in R (time and cross section) and would like to compute standard errors that are clustered by two dimensions, because my residuals are correlated both ways. Googling around ...

I am running logistic regressions with a panel data set from survey data and I want to correct the standard errors for the panel design. The weights included in this survey account for sampling pro...

I am having a problem with my bar chart- the error bars just appear on the corner of the columns of the grouping variable rather than on them in a centralised way. The code I am using is this: a &...

I am running a regression with clustered standard errors by year. This is easy to do with Stata but I have to do it with R, so I run it using the lm_robust() function from the estimatr package. The...

Does anyone know how to get stargazer to display clustered SEs for lm models? (And the corresponding F-test?) If possible, I'd like to follow an approach similar to computing heteroskedasticity-rob...

We got a lm object from and want to extract the standard error lm_aaa <- lm(aaa ~ x + y + z) I know the function summary, names and coefficients. However, summary seems to be the only way to ma...

I was trying to build Logistic regression model on a sample data. The output from the model we can get are the weights of features used to build the model. I could not find Spark API for standard...

I am trying to get robust standard errors for a clogit regression from the survival package in R. In doing so, I am trying to replicate the standard errors reported by the Stata clogit command with...

I would like to calculate a Heckman selection model manually in R. My problem is that the standard errors are biased. Is there a way to correct these manually as well? Below my (sample) code from ...

How can I calculate the standard error for a binary variable using R? I have a group of participants performing a task across several conditions. The output might be 0 (incorrect) or 1 (correct). I...

I am estimating Fama-Macbeth regression. I have taken the code from this site fpmg <- pmg(Mumbo~Jumbo, test, index=c("year","firmid")) summary(fpmg) Mean Groups model Call:...

I'm trying to run a regression in R's plm package with fixed effects and model = 'within', while having clustered standard errors. Using the Cigar dataset from plm, I'm running: require(plm) requ...

I am trying to find heteroskedasticity-robust standard errors in R, and most solutions I find are to use the coeftest and sandwich packages. However, when I use those packages, they seem to produce...

I am trying to replicate a logit regression from Stata to R. In Stata I use the option "robust" to have the robust standard error (heteroscedasticity-consistent standard error). I am able to replic...

I'm unable to cluster standard errors using R and guidance based on this post. The cl function returns the error: Error in tapply(x, cluster1, sum) : arguments must have same length After readin...

I have two categorical factors ('Habitat' and 'Locality'), and one continuous variable (T). 'Habitat' has two level and 'Locality' has eight levels. I want to change the default whiskers to represe...

I am trying to learn R after using Stata and I must say that I love it. But now I am having some trouble. I am about to do some multiple regressions with Panel Data so I am using the plm package. ...

I did a glm and I just want to extract the standard errors of each coefficient. I saw on the internet the function se.coef() but it doesn't work, it returns "Error: could not find function "s...

my problem is this: I get NA where I should get some values in the computation of robust standard errors. I am trying to do a fixed effect panel regression with cluster-robust standard errors. Fo...

I would like for a colleague to replicate a first-difference linear panel data model that I am estimating with Stata with the plm package in R (or some other package). In Stata, xtreg does not hav...

I have this array of values: > df [1] 2 0 0 2 2 0 0 1 0 1 2 1 0 1 3 0 0 1 1 0 0 0 2 1 2 1 3 1 0 0 0 1 1 2 0 1 3 [38] 1 0 2 1 1 2 2 1 2 2 2 1 1 1 2 1 0 0 0 0 0 0 0 0 0 0 1 0 1 1 0 1 0 0 0 0 0 [7...

I want to extract the standard errors from a list of logistic regression models. This is the logistic regression function, designed this way so i can run more than one analysis at once: glmfunk &...

Does anyone know if there is a package that would run Fama-MacBeth regressions in R and calculate the standard errors? I am aware of the sandwich package and its ability to estimate Newey-West stan...