How to cluster the standard errors in the SPLM function?
Pietro (and anyone else interested): the Conley SE code is still available on Darin Christensen's Github: https://github.com/darinchristensen/conley-se BR, Mathias
On Tue, 2020-09-15 at 15:37 +0200, Roger Bivand wrote:
Please do not repeat messages, it does not help. Did you provide a reproducible example, perhaps from plm? Did you read the code in splm, for example on R-Forge, or check the development version on R-Forge https://r-forge.r-project.org/R/?group_id=352 , install.packages("splm", repos=" http://R-Forge.R-project.org ")? Did you reference any articles showing how this approach might be implemented? Do you know whether any such code exists? Are you thinking of Conley approaches? Such as: http://www.trfetzer.com/using-r-to-estimate-spatial-hac-errors-per-conley/ ? Unfortunately, the dropbox link is now stale. Please report back on your progress, contact the splm maintainer to offer ideas or assistance, and anyway provide a reproducible example and the references you are using. Hope this helps, Roger On Tue, 15 Sep 2020, Pietro Andre Telatin Paschoalino wrote:
Hello everyone, Could someone help me with splm (Spatial Panel Model By Maximum Likelihood) in R? I want to know if is possible to cluster the standard errors by my individuals (like as in plm function). After a lot of research a found that there are more people with the same doubt, you can see this here, the person has the same problem as me: https://stackoverflow.com/questions/36869932/clustered-standard-errors-in-spatial-panel-linear-models-splm Thank you all. [ https://cdn.sstatic.net/Sites/stackoverflow/img/apple-touch-icon at 2.png?v=73d79a89bded]<https://stackoverflow.com/questions/36869932/clustered-standard-errors-in-spatial-panel-linear-models-splm> Pietro Andre Telatin Paschoalino Doutorando em Ci?ncias Econ?micas da Universidade Estadual de Maring? - PCE. [ https://ipmcdn.avast.com/images/icons/icon-envelope-tick-round-orange-animated-no-repeat-v1.gif]<https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campaign=sig-email&utm_content=webmail&utm_term=icon> Virus-free. www.avast.com<https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campaign=sig-email&utm_content=webmail&utm_term=link> [[alternative HTML version deleted]]
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