summary.feglm {alpaca} | R Documentation |
feglm
Summary statistics for objects of class "feglm"
.
## S3 method for class 'feglm' summary( object, type = c("hessian", "outer.product", "sandwich", "clustered"), cluster = NULL, cluster.vars = NULL, ... )
object |
an object of class |
type |
the type of covariance estimate required. |
cluster |
a symbolic description indicating the clustering of observations. |
cluster.vars |
deprecated; use |
... |
other arguments. |
Multi-way clustering is done using the algorithm of Cameron, Gelbach, and Miller (2011). An example is provided in the vignette "Replicating an Empirical Example of International Trade".
Returns an object of class "summary.feglm"
which is a list of summary statistics of
object
.
Cameron, C., J. Gelbach, and D. Miller (2011). "Robust Inference With Multiway Clustering". Journal of Business & Economic Statistics 29(2).