[https://1drv.ms/u/s!ArUNQ8J4vgGqhe8IAVP0ulapoEv4uQ?e=wRMEWN][1]
m1_1 <- lm(ROA ~ fam_ownership + lag_investment + dual_class + age + crisis
, na.action=na.exclude,
data)
m1_2 <- lm(ROA ~ fam_ownership + fam_ownership_squared + lag_investment + dual_class + age+crisis,
na.action=na.exclude,
data)
m1_3 <- lm(ROA ~ fam_ownership + fam_ownership_squared + lag_investment + dual_class + age +crisis
+ as.factor(industry) + +as.factor(year), na.action=na.exclude,
data)
m1_4 <- lm(ROA ~ fam_ownership + famfirm50 + lag_investment + dual_class + age+crisis
+ as.factor(industry)+as.factor(year), na.action=na.exclude,
data)
stargazer(m1_1,m1_2,m1_3,m1_4, type="html", dep.var.labels=c("ROA"), intercept.bottom = FALSE,
out="OLS1")
我已经在上面提供了数据框和我的R代码。
我正在尝试在公司级别上对标准错误进行聚类。
公司ID = gvkey
我已经尝试过miceadds package
,但是我无法正确执行它。
最后,我想创建一个线性回归输出,其中包括公司一级的聚类标准误差。
非常感谢你!
更新
m1_1 <- lm_robust(ROA ~ fam_ownership + lag_investment + dual_class + age + crisis, clusters = gvkey
,
data)
m1_2 <- lm_robust(ROA ~ fam_ownership + fam_ownership_squared + lag_investment + dual_class + age+crisis,
clusters = gvkey,
data)
m1_3 <- lm_robust(ROA ~ fam_ownership + fam_ownership_squared + lag_investment + dual_class + age +crisis
+ as.factor(industry) + +as.factor(year), clusters = gvkey,
data)
m1_4 <- lm_robust(ROA ~ fam_ownership + famfirm50 + lag_investment + dual_class + age+crisis
+ as.factor(industry)+as.factor(year), clusters = gvkey,
data)
stargazer(m1_1,m1_2,m1_3,m1_4, type="html", dep.var.labels=c("ROA"), intercept.bottom = FALSE,
out="OLS1")
[当我使用lm_robust
和stargazer
时,出现以下错误:
% Error: Unrecognized object type.
% Error: Unrecognized object type.
% Error: Unrecognized object type.
% Error: Unrecognized object type.
有很多方法可以做到。最简单的方法可能是使用estimatr程序包:将lm()
函数与lm_robust()
参数一起使用,而不是使用clusters
。