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American-Institutes-for-Research / WeMix

WeMix public repository
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robust standard errors? #9

Closed flh3 closed 1 year ago

flh3 commented 1 year ago

Hello,

Just wanted to confirm: are standard errors (SEs) used in mix robust SEs? The mix documentation indicates:

"the standard errors of the fixed effects, robust if robustSE was set to true"

However, there is no mention of where to set robustSE and what is the default. I am asking since at times, I would like to compare the model-based vs. robust standard errors.

Thank you.

pdbailey0 commented 1 year ago

@flh3 the standard errors on the coefficients are always CR-0 in WeMix. I agree the documentation needs to be updated.

pdbailey0 commented 1 year ago

fixed. Please confirm I attributed this correctly

flh3 commented 1 year ago

Looks good! Thanks.

From: Paul Bailey @.> Sent: Thursday, May 18, 2023 6:00 PM To: American-Institutes-for-Research/WeMix @.> Cc: Huang, Francis Howard L. @.>; Mention @.> Subject: Re: [American-Institutes-for-Research/WeMix] robust standard errors? (Issue #9)

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fixed. Please confirm I attributed this correctlyhttps://github.com/American-Institutes-for-Research/WeMix/blob/main/inst/NEWS.Rd#L7

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