Can we use summary() after clustering standard errors?

General
, , ,
1

Calculate clustered standard errors

clustered_se <- coeftest(model1, vcov = vcovHC(model1, type = "HC1", cluster = "group"))

then I use following code

Combine the models in a list

models <- list("Model 1" = clustered_se,
               "Model 2" = clustered_se2,
               "Model 3" = clustered_se3)

#name the independent variables
independent_labels <- c("V1", "V2", "V3", "V4", "V4", "V5",
"V6", "V7", "V8")

# Generate the table with regression summaries
table <- stargazer(models,  type="latex", title = "Regression Results",
                   covariate.labels = independent_labels,
                   dep.var.labels = dependent_label)

I have all the estimations for each variable saved in clustered_se but I cannot have a summary table that is produced by summary(). "clustered_se" does not have squared, number of observation, adj. rsqaured. How can I fix this issue?

2

This topic was automatically closed 42 days after the last reply. New replies are no longer allowed.

If you have a query related to it or one of the replies, start a new topic and refer back with a link.