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Vignette: Update standard_errors.Rmd with vcov = "cluster"#622

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kylebutts merged 2 commits intolrberge:masterfrom
arcruz0:master
Dec 8, 2025
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Vignette: Update standard_errors.Rmd with vcov = "cluster"#622
kylebutts merged 2 commits intolrberge:masterfrom
arcruz0:master

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@arcruz0
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@arcruz0 arcruz0 commented Dec 5, 2025

Given the new vcov = "iid" default in 0.13, some se() calls in this vignette need vcov = "cluster" to align with lm, plm, and lfe standard errors.

Thanks, and let me know if any changes are needed!

@kylebutts
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Could you change to vcov = ~firm so that the cluster on firm is more explicit?

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arcruz0 commented Dec 6, 2025

Good one. Please see revised version above.

@kylebutts kylebutts merged commit f78020b into lrberge:master Dec 8, 2025
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