Anders Eklund wrote: > Please help, > > I have a strange problem. I've got a balanced panel data set. I use dummy > variable regression and I've got results with lm function. > > summary(lm(y ~ post + t19961 + t19962 + t19963 + t19964 + t19971 + t19972 > + t19973 + t19974 + t19981+factor( id))) > > > The problem is that I would like to get my standard errors clustered but > then gets the following error message: > > f<-(lm(y ~ post + t19961 + t19962 + t19963 + t19964 + t19971 + t19972 + > t19973 + t19974 + t19981+factor( id)))
Omit id from the model (usually) and do library(Design) f <- ols(y ~ post + . . . , x=TRUE, y=TRUE) g.clust1 <- robcov(f, id) Frank > library(Design) > g.clust1 <- robcov(f, id) > Error in match.arg(type) : 'arg' should be one of working, response, > deviance, pearson, partial > > All my variables is vectors and I've tried with other variables inside and > outside the model and all results in the same errormessage. > > Best regards > > Anders Eklund > Stockholm, Sweden. > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.