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Get robust Standard Errors for the isatpanel result

Usage

robust.isatpanel(
  object,
  robust = TRUE,
  HAC = FALSE,
  lag = NULL,
  effect = "twoways",
  type = "HC0",
  cluster = "group"
)

Arguments

object

An isatpanel object

robust

Logical (TRUE or FALSE). Should the Standard Errors be robustified for Heterogeneity?

HAC

Should Heteroscedasticity and Autocorrelation Robust Standard Errors be used?

lag

Number of Lags to be used with HAC in coeftest. Cannot be specified when HAC = FALSE.

effect

The effects introduced into the plm model, one of "individual", "time", "twoways" (default), or "nested"

type

Type of Robust procedure e.g. HC0 for White SE or HC3 for Lang

cluster

'group' or 'time' or FALSE

Value

A list with robust estimates