Get robust Standard Errors for the isatpanel result
Source:R/robust_isatpanel.R
robust_isatpanel.RdGet robust Standard Errors for the isatpanel result
Usage
robust_isatpanel(
object,
robust = TRUE,
HAC = FALSE,
lag = NULL,
type = "HC0",
cluster = "group"
)Arguments
- object
An isatpanel object
- robust
Logical (TRUE or FALSE). Should the Standard Errors be robustified for Heterogeneity? This uses plm::vcovHC with the specified type (default is "HC0").
- HAC
Should Heteroscedasticity and Autocorrelation Robust Standard Errors be used? This uses plm::vcovNW, which uses the Newey-West estimator.
- lag
Maximum Number of Lags to be used with plm::vcovNW using the Newey-West estimator. Cannot be specified when HAC = FALSE. Default is
NULL.- type
Character string. Type of Robust procedure e.g. 'HC0' for White SE or 'HC3' for Lang.
- cluster
Should an object with clustered S.E. be included? Choose between 'group' or 'time' or FALSE. Uses plm::vcovHC with the cluster argument.
Examples
# \donttest{
data(EU_emissions_road)
# Group specification
EU15 <- c("Austria", "Germany", "Denmark", "Spain", "Finland", "Belgium",
"France", "United Kingdom", "Ireland", "Italy", "Luxembourg",
"Netherlands", "Greece", "Portugal", "Sweden")
# Prepare sample and data
EU_emissions_road_short <- EU_emissions_road[
EU_emissions_road$country %in% EU15 &
EU_emissions_road$year >= 2000,
]
# Run
result <- isatpanel(
data = EU_emissions_road_short,
formula = ltransport.emissions ~ lgdp + I(lgdp^2) + lpop,
index = c("country", "year"),
effect = "twoways",
fesis = TRUE,
plot = FALSE,
t.pval = 0.01
)
#>
#> UIS1.fesis block 1 of 9:
#> 30 path(s) to search
#> Searching:
#> 1
#> 2
#> 3
#> 4
#> 5
#> 6
#> 7
#> 8
#> 9
#> 10
#> 11
#> 12
#> 13
#> 14
#> 15
#> 16
#> 17
#> 18
#> 19
#> 20
#> 21
#> 22
#> 23
#> 24
#> 25
#> 26
#> 27
#> 28
#> 29
#> 30
#>
#> UIS1.fesis block 2 of 9:
#> 30 path(s) to search
#> Searching:
#> 1
#> 2
#> 3
#> 4
#> 5
#> 6
#> 7
#> 8
#> 9
#> 10
#> 11
#> 12
#> 13
#> 14
#> 15
#> 16
#> 17
#> 18
#> 19
#> 20
#> 21
#> 22
#> 23
#> 24
#> 25
#> 26
#> 27
#> 28
#> 29
#> 30
#>
#> UIS1.fesis block 3 of 9:
#> 30 path(s) to search
#> Searching:
#> 1
#> 2
#> 3
#> 4
#> 5
#> 6
#> 7
#> 8
#> 9
#> 10
#> 11
#> 12
#> 13
#> 14
#> 15
#> 16
#> 17
#> 18
#> 19
#> 20
#> 21
#> 22
#> 23
#> 24
#> 25
#> 26
#> 27
#> 28
#> 29
#> 30
#>
#> UIS1.fesis block 4 of 9:
#> 30 path(s) to search
#> Searching:
#> 1
#> 2
#> 3
#> 4
#> 5
#> 6
#> 7
#> 8
#> 9
#> 10
#> 11
#> 12
#> 13
#> 14
#> 15
#> 16
#> 17
#> 18
#> 19
#> 20
#> 21
#> 22
#> 23
#> 24
#> 25
#> 26
#> 27
#> 28
#> 29
#> 30
#>
#> UIS1.fesis block 5 of 9:
#> 30 path(s) to search
#> Searching:
#> 1
#> 2
#> 3
#> 4
#> 5
#> 6
#> 7
#> 8
#> 9
#> 10
#> 11
#> 12
#> 13
#> 14
#> 15
#> 16
#> 17
#> 18
#> 19
#> 20
#> 21
#> 22
#> 23
#> 24
#> 25
#> 26
#> 27
#> 28
#> 29
#> 30
#>
#> UIS1.fesis block 6 of 9:
#> 30 path(s) to search
#> Searching:
#> 1
#> 2
#> 3
#> 4
#> 5
#> 6
#> 7
#> 8
#> 9
#> 10
#> 11
#> 12
#> 13
#> 14
#> 15
#> 16
#> 17
#> 18
#> 19
#> 20
#> 21
#> 22
#> 23
#> 24
#> 25
#> 26
#> 27
#> 28
#> 29
#> 30
#>
#> UIS1.fesis block 7 of 9:
#> 30 path(s) to search
#> Searching:
#> 1
#> 2
#> 3
#> 4
#> 5
#> 6
#> 7
#> 8
#> 9
#> 10
#> 11
#> 12
#> 13
#> 14
#> 15
#> 16
#> 17
#> 18
#> 19
#> 20
#> 21
#> 22
#> 23
#> 24
#> 25
#> 26
#> 27
#> 28
#> 29
#> 30
#>
#> UIS1.fesis block 8 of 9:
#> 30 path(s) to search
#> Searching:
#> 1
#> 2
#> 3
#> 4
#> 5
#> 6
#> 7
#> 8
#> 9
#> 10
#> 11
#> 12
#> 13
#> 14
#> 15
#> 16
#> 17
#> 18
#> 19
#> 20
#> 21
#> 22
#> 23
#> 24
#> 25
#> 26
#> 27
#> 28
#> 29
#> 30
#>
#> UIS1.fesis block 9 of 9:
#> 30 path(s) to search
#> Searching:
#> 1
#> 2
#> 3
#> 4
#> 5
#> 6
#> 7
#> 8
#> 9
#> 10
#> 11
#> 12
#> 13
#> 14
#> 15
#> 16
#> 17
#> 18
#> 19
#> 20
#> 21
#> 22
#> 23
#> 24
#> 25
#> 26
#> 27
#> 28
#> 29
#> 30
#>
#> GETS of union of retained UIS1.fesis variables...
#> 1 path(s) to search
#> Searching:
#> 1
#>
#> GETS of union of ALL retained variables...
#> 1 path(s) to search
#> Searching:
#> 1
robust_isatpanel(result)
#> $plm_object
#>
#> Model Formula: y ~ lgdp + I.lgdp.2. + lpop + fesisAustria.2002 + fesisAustria.2013 +
#> fesisGermany.2003 + fesisGermany.2012 + fesisGreece.2009 +
#> fesisIreland.2006 + fesisIreland.2010 + fesisIreland.2015 +
#> fesisLuxembourg.2004 + fesisLuxembourg.2015 + fesisNetherlands.2014 +
#> fesisPortugal.2011
#> <environment: 0x5585e7bec278>
#>
#> Coefficients:
#> lgdp I.lgdp.2. lpop
#> 2.287131 -0.029855 -0.261160
#> fesisAustria.2002 fesisAustria.2013 fesisGermany.2003
#> 0.115518 0.077869 -0.132952
#> fesisGermany.2012 fesisGreece.2009 fesisIreland.2006
#> 0.089422 0.084741 0.100614
#> fesisIreland.2010 fesisIreland.2015 fesisLuxembourg.2004
#> -0.111447 -0.157951 0.155470
#> fesisLuxembourg.2015 fesisNetherlands.2014 fesisPortugal.2011
#> -0.170946 -0.076880 -0.042849
#>
#>
#> $robust
#>
#> t test of coefficients:
#>
#> Estimate Std. Error t value Pr(>|t|)
#> lgdp 2.287131 0.954749 2.3955 0.017373 *
#> I.lgdp.2. -0.029855 0.017096 -1.7463 0.082056 .
#> lpop -0.261160 0.163285 -1.5994 0.111061
#> fesisAustria.2002 0.115518 0.010315 11.1988 < 2.2e-16 ***
#> fesisAustria.2013 0.077869 0.013883 5.6090 5.653e-08 ***
#> fesisGermany.2003 -0.132952 0.011923 -11.1507 < 2.2e-16 ***
#> fesisGermany.2012 0.089422 0.016780 5.3291 2.296e-07 ***
#> fesisGreece.2009 0.084741 0.025463 3.3280 0.001014 **
#> fesisIreland.2006 0.100614 0.018419 5.4625 1.185e-07 ***
#> fesisIreland.2010 -0.111447 0.012579 -8.8598 < 2.2e-16 ***
#> fesisIreland.2015 -0.157951 0.050985 -3.0980 0.002184 **
#> fesisLuxembourg.2004 0.155470 0.019633 7.9188 9.252e-14 ***
#> fesisLuxembourg.2015 -0.170946 0.029054 -5.8837 1.359e-08 ***
#> fesisNetherlands.2014 -0.076880 0.011473 -6.7012 1.494e-10 ***
#> fesisPortugal.2011 -0.042849 0.016701 -2.5656 0.010916 *
#> ---
#> Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
#>
#>
#> $cluster
#>
#> t test of coefficients:
#>
#> Estimate Std. Error t value Pr(>|t|)
#> lgdp 2.287131 0.954749 2.3955 0.017373 *
#> I.lgdp.2. -0.029855 0.017096 -1.7463 0.082056 .
#> lpop -0.261160 0.163285 -1.5994 0.111061
#> fesisAustria.2002 0.115518 0.010315 11.1988 < 2.2e-16 ***
#> fesisAustria.2013 0.077869 0.013883 5.6090 5.653e-08 ***
#> fesisGermany.2003 -0.132952 0.011923 -11.1507 < 2.2e-16 ***
#> fesisGermany.2012 0.089422 0.016780 5.3291 2.296e-07 ***
#> fesisGreece.2009 0.084741 0.025463 3.3280 0.001014 **
#> fesisIreland.2006 0.100614 0.018419 5.4625 1.185e-07 ***
#> fesisIreland.2010 -0.111447 0.012579 -8.8598 < 2.2e-16 ***
#> fesisIreland.2015 -0.157951 0.050985 -3.0980 0.002184 **
#> fesisLuxembourg.2004 0.155470 0.019633 7.9188 9.252e-14 ***
#> fesisLuxembourg.2015 -0.170946 0.029054 -5.8837 1.359e-08 ***
#> fesisNetherlands.2014 -0.076880 0.011473 -6.7012 1.494e-10 ***
#> fesisPortugal.2011 -0.042849 0.016701 -2.5656 0.010916 *
#> ---
#> Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
#>
#>
# }