| pcse-package {pcse} | R Documentation |
Panel-Corrected Standard Error Estimation in R
Description
A function to estimate panel-corrected standard errors. Data may contain balanced or unbalanced panels.
Details
The DESCRIPTION file:
| Package: | pcse |
| Title: | Panel-Corrected Standard Error Estimation in R |
| Version: | 1.9.1.1 |
| Date: | 2018-06-07 |
| Author: | Delia Bailey <delia.bailey@gmail.com> and Jonathan N. Katz <jkatz@caltech.edu> |
| Maintainer: | Delia Bailey <delia.bailey@gmail.com> |
| Description: | A function to estimate panel-corrected standard errors. Data may contain balanced or unbalanced panels. |
| License: | GPL (>= 3) |
| Packaged: | 2018-04-03 13:42:19 UTC; hornik |
| Repository: | CRAN |
| Date/Publication: | 2018-04-03 13:52:56 UTC |
| NeedsCompilation: | no |
Index of help topics:
agl agl
aglUn aglUn
pcse Panel-Corrected Standard Error Estimation in R
pcse-package Panel-Corrected Standard Error Estimation in R
summary.pcse Summary Method for Package pcse
vcovPC Extract Panel-Corrected Variance Covariance
Matrix
Further information is available in the following vignettes:
pcse | Implementing Panel-Corrected Standard Errors in R: The pcse Package (source, pdf) |
Author(s)
Delia Bailey <delia.bailey@gmail.com> and Jonathan N. Katz <jkatz@caltech.edu>
Maintainer: Delia Bailey <delia.bailey@gmail.com>
References
Alvarez, R. Michael, Geoffrey Garrett and Peter Lange. (1991) Government Partisanship, Labor Organization, and Macroeconomic Performance. American Political Science Review 85:539-56.
Beck, Nathaniel, Jonathan N. Katz, R. Michael Alvarez, Geoffrey Garrett and Peter Lange. (1993) Government Partisanship, Labor Organization, and Macroeconomic Performance: A Corrigendum. American Political Science Review 87:945-948.
Beck, Nathaniel and Jonathan N. Katz. (1995) What to do (and not to do) with Time-Series Cross-Section Data. American Political Science Review 89:634-647.
Bailey, Delia and Jonathan N. Katz. (2011) Implementing Panel-Corrected Standard Errors in R: The pcse Package. Journal of Statistical Software, Code Snippets 42(1):1–11. http://www.jstatsoft.org/v42/c01/
Examples
## see demo file.