How to cluster the standard errors in the SPLM function?

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How to cluster the standard errors in the SPLM function?

Pietro Andre Telatin Paschoalino
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Re: How to cluster the standard errors in the SPLM function?

Roger Bivand
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Please do not repeat messages, it does not help.

Did you provide a reproducible example, perhaps from plm? Did you read the
code in splm, for example on R-Forge, or check the development version on
R-Forge https://r-forge.r-project.org/R/?group_id=352,
install.packages("splm", repos="http://R-Forge.R-project.org")?

Did you reference any articles showing how this approach might be
implemented? Do you know whether any such code exists? Are you thinking of
Conley approaches? Such as:
http://www.trfetzer.com/using-r-to-estimate-spatial-hac-errors-per-conley/ 
? Unfortunately, the dropbox link is now stale.

Please report back on your progress, contact the splm maintainer to offer
ideas or assistance, and anyway provide a reproducible example and the
references you are using.

Hope this helps,

Roger

On Tue, 15 Sep 2020, Pietro Andre Telatin Paschoalino wrote:

> Hello everyone,
>
> Could someone help me with splm (Spatial Panel Model By Maximum Likelihood) in R?
>
> I want to know if is possible to cluster the standard errors by my individuals (like as in plm function). After a lot of research a found that there are more people with the same doubt, you can see this here, the person has the same problem as me:
>
> https://stackoverflow.com/questions/36869932/clustered-standard-errors-in-spatial-panel-linear-models-splm
>
> Thank you all.
>
> [https://cdn.sstatic.net/Sites/stackoverflow/img/apple-touch-icon@...?v=73d79a89bded]<https://stackoverflow.com/questions/36869932/clustered-standard-errors-in-spatial-panel-linear-models-splm>
>
> Pietro Andre Telatin Paschoalino
> Doutorando em Ci�ncias Econ�micas da Universidade Estadual de Maring� - PCE.
>
> [https://ipmcdn.avast.com/images/icons/icon-envelope-tick-round-orange-animated-no-repeat-v1.gif]<https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campaign=sig-email&utm_content=webmail&utm_term=icon>    Virus-free. www.avast.com<https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campaign=sig-email&utm_content=webmail&utm_term=link>
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>
>
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Roger Bivand
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Re: How to cluster the standard errors in the SPLM function?

Pietro Andre Telatin Paschoalino
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Re: How to cluster the standard errors in the SPLM function?

Mathias Moser
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Re: How to cluster the standard errors in the SPLM function?

Pietro Andre Telatin Paschoalino
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