[R-sig-Geo] How to cluster the standard errors in the SPLM function?

[Pietro Andre Telatin Paschoalino]

Thank you a lot Mathias.

I hope this could help more people.

Have a good day.
________________________________
De: R-sig-Geo <r-sig-geo-bounces using r-project.org> em nome de Mathias Moser <matmoser using wu.ac.at>
Enviado: terça-feira, 15 de setembro de 2020 15:24
Para: r-sig-geo using r-project.org <r-sig-geo using r-project.org>
Assunto: Re: [R-sig-Geo] How to cluster the standard errors in the SPLM function?

Pietro (and anyone else interested): the Conley SE code is still
available on Darin Christensen's Github:
https://github.com/darinchristensen/conley-se

BR, Mathias

On Tue, 2020-09-15 at 15:37 +0200, Roger Bivand wrote:
> 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@2.png?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>
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