如何使用FELM（）函数在回归模型中指定群集

发布于 2025-01-23 05:53:30 字数 562 浏览 3 评论 0原文

如何使用FELM（）函数在回归模型中指定群集：我一直在尝试和尝试，但我无法正常工作。有人知道我的代码怎么了吗？这是我一直在尝试使用的代码。

newreg <- felm(log(Price2) ~ Detached.house + Semi.detached.house + Attached.houses - Apartment +
  Stock.apartment + Housing.cooperative - Sole.owner + Age +
  BRA + Bedrooms + Balcony + Lotsize + Sentrum + Alna + Vestre.Aker + Nordstrand + Marka +  
  Ullern + Østensjø + Søndre.Nordstrand + Stovner + Nordre.Aker + Bjerke + 
  Grorud + Gamle.Oslo + St..Hanshaugen + Grünerløkka + Sagene - Frogner|0|0|, data=Data)

我要做的是使用FELM（）函数自动产生星际合伙人的群集标准错误。

原文

how can I specify the cluster in the regression model with felm() function:
I have been trying and trying but I can't make it work. Does anyone know what is wrong with my code? This is the code I have been trying to use.

newreg <- felm(log(Price2) ~ Detached.house + Semi.detached.house + Attached.houses - Apartment +
  Stock.apartment + Housing.cooperative - Sole.owner + Age +
  BRA + Bedrooms + Balcony + Lotsize + Sentrum + Alna + Vestre.Aker + Nordstrand + Marka +  
  Ullern + Østensjø + Søndre.Nordstrand + Stovner + Nordre.Aker + Bjerke + 
  Grorud + Gamle.Oslo + St..Hanshaugen + Grünerløkka + Sagene - Frogner|0|0|, data=Data)

what I am trying to do is automatically produced the clustered standard errors in stargazer with the felm() function.

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幼儿园老大 2025-01-30 05:53:30

帮助文件说：

公式规范是响应变量，然后是四部分公式。第一部分由普通协变量组成，第二部分由要预测的因素组成。第三部分是IV规格。第四部分是标准错误的集群规范。即类似y〜x1 + x2 | F1 + F2 | （Q | W〜X3+X4）| clu1 + clu2其中y是响应，x1，x2是普通的协变量，f1，f2是要预测的因素，q和w是由x3和x4仪器的协变量，clu1，clu1，clu2是用于计算的因素集群强大的标准错误。

因此，我想这将是：

newreg <- felm(log(Price2) ~ Detached.house + Semi.detached.house + Attached.houses - Apartment +
  Stock.apartment + Housing.cooperative - Sole.owner + Age +
  BRA + Bedrooms + Balcony + Lotsize + Sentrum + Alna + Vestre.Aker + Nordstrand + Marka +  
  Ullern + Østensjø + Søndre.Nordstrand + Stovner + Nordre.Aker + Bjerke + 
  Grorud + Gamle.Oslo + St..Hanshaugen + Grünerløkka + Sagene - Frogner|0|0|cluster_var, data=Data)

cluster_var是您要聚集的变量的名称。没有数据，我无法测试它。

The help file says:

The formula specification is a response variable followed by a four part formula. The first part consists of ordinary covariates, the second part consists of factors to be projected out. The third part is an IV-specification. The fourth part is a cluster specification for the standard errors. I.e. something like y ~ x1 + x2 | f1 + f2 | (Q|W ~ x3+x4) | clu1 + clu2 where y is the response, x1,x2 are ordinary covariates, f1,f2 are factors to be projected out, Q and W are covariates which are instrumented by x3 and x4, and clu1,clu2 are factors to be used for computing cluster robust standard errors.

So, I would imagine it would be something like:

newreg <- felm(log(Price2) ~ Detached.house + Semi.detached.house + Attached.houses - Apartment +
  Stock.apartment + Housing.cooperative - Sole.owner + Age +
  BRA + Bedrooms + Balcony + Lotsize + Sentrum + Alna + Vestre.Aker + Nordstrand + Marka +  
  Ullern + Østensjø + Søndre.Nordstrand + Stovner + Nordre.Aker + Bjerke + 
  Grorud + Gamle.Oslo + St..Hanshaugen + Grünerløkka + Sagene - Frogner|0|0|cluster_var, data=Data)

where cluster_var is the name of the variable you want to cluster on. Without the data, I can't test it, though.

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