hi, that setup is not correct. see examples in https://github.com/ajdamico/asdfree/tree/master/European%20Social%20Survey
On Feb 8, 2017 11:54 PM, "André Grow" <grow.an...@gmail.com> wrote: > Dear all, > > > > I am using data from the European Social Survey (ESS) and I would like to > calculate country-level cluster-robust standard errors for a regression > model in R that includes country fixed effects and employs the design > weights that come with the ESS. > > > > To correctly use the weights, I use the 'survey' package and the functions > 'svydesign' and 'svyglm'. This step looks like this: > > > > design_1 <- svydesign(id=~1, weights=~dweight, data=ESS) > > > > m1 <- svyglm(y ~ cntry + x, design = design_1) > > > > My question is: when I now apply the functions 'cluster.vcov' and > 'coeftest' > from the packages 'lmtest' and 'multiwayvcov' to the model m1, do the > resulting standard errors correctly account for the design weights? This > step looks like this: > > > > vcov_m1 <- cluster.vcov(m1, ESS$cntry) > > > > coeftest(m1, vcov_m1) > > > > Note that I do not use 'cntry' as an id variable in the svydesign function, > because then I cannot include country dummies in the regression model. > > > > Thanks in advance for your feedback! > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/ > posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
