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CESER: An R Package to Compute Cluster Estimated Standard Errors Cover

CESER: An R Package to Compute Cluster Estimated Standard Errors

Journal of Open Research Software

Volume 9 (2021): Issue 1

By: Diogo Ferrari

Open Access

|Nov 2021

Abstract

This paper presents an implementation in R of the Cluster Estimated Standard Errors (CESE) proposed by [12]. The method estimates the covariance matrix of the estimated coefficients of linear models in grouped data sets with correlation among observations within groups. Cluster Estimated Standard Errors (CESE) is an alternative solution for the classical Cluster Robust Standard Errors (CRSE) [8, 13, 15], which underestimates the standard errors in most of the situations encountered in practice [7].

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DOI: https://doi.org/10.5334/jors.355 | Journal eISSN: 2049-9647

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Language: English

Submitted on: Oct 19, 2020

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Accepted on: Oct 6, 2021

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Published on: Nov 30, 2021

Published by: Ubiquity Press

In partnership with: Paradigm Publishing Services

Publication frequency: 1 issue per year

Keywords:

Clustered robust standard errors,

Clustered data,

Confidence Intervals,

Regression Analysis

© 2021 Diogo Ferrari, published by Ubiquity Press
This work is licensed under the Creative Commons Attribution 4.0 License.

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