cluster_vcov() is deprecated and is not used by csdm() estimators. For an
ordinary OLS model, use sandwich::vcovCL() instead. The function remains
available temporarily so existing code can migrate.
Usage
cluster_vcov(X, u, cluster, df_correction = TRUE, type = c("oneway", "twoway"))Arguments
- X
Numeric design matrix (n x k) used in OLS.
- u
Numeric residual vector (length n).
- cluster
One of:
a vector (length n) of cluster ids for one-way clustering; or
a data.frame/list with two vectors (each length n) for two-way clustering.
- df_correction
Logical; apply small-sample corrections. Default
TRUE.- type
Character, one of
"oneway"or"twoway".
Deprecation
This low-level matrix utility is not a covariance method for csdm_fit
objects. Applying it to stacked CCE residuals does not produce the
mean-group covariance reported by vcov().