[R] Var.calc in Match()

Brian Quinif bquinif at gmail.com
Sun Apr 16 20:07:42 CEST 2006


Does anyone else find that using the Var.calc option (for
heteroscedasticity consistent std. errors) in Match() (from the
Matching library) slows down computation of the matching estimator by
a lot?

I don't really understand why when I use this option it slows down so
much, but for me it does significantly. I want to use the
heteroscedasticity consistent std. errors in my project, but as long
as it takes to compute them, I don't know if I will be able to.

Thanks,

BQ




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