pcse-package {pcse} | R Documentation |
This package contains a function to estimate panel-corrected standard errors. Data may contain balanced or unbalanced panels.
pcse(object, groupN, groupT, pairwise=FALSE)
object |
A lm object containing the initial run of OLS. |
groupN |
A vector containing the cross-sectional group identifier for each observation. |
groupT |
A vector containing the time identifier for each observation. |
pairwise |
An optional logical flag indicating whether the X's used to estimate the "middle" matrix should be chosen in a pairwise fashion or casewise fashion. If pairwise, the correlation between observations $i$ and $j$ is based on the time periods common to $i$ and $j$. If casewise, the correlation between observations i and j is based on the largest rectangular subset of the data, i.e., $T_i$ = $T_j$ = $T^*$ for all $i$ and $j$ if casewise is selected. |
Package: | pcse |
Type: | Package |
Version: | 1.3 |
Date: | 2007-07-27 |
License: |
Delia Bailey <dbailey@wustl.edu> and Jonathan N. Katz <jkatz@caltech.edu> Maintainer: Delia Bailey <dbailey@wustl.edu>
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.
## see demo file.