jacob-long / jacob-long/interactions
About sim_slopes function to conduct clustered robust
- Dominant language
- R
- Stars
- 135
- Forks
- 19
- PR merge metrics
- No merged PRs in 30d
Description
Hello, help! I'm wondering how to use the sim_slopes function to conduct **clustered robust** plotting based on the `gvkey `of enterprises. I've tried using `cluster`, `v.cov`, and `v.cov.args`, but none of them worked:
_stata code: reg y c.x##c.mod i.fyear i.industry, cluster(gvkey)_
```
fit1 <- lm(y ~ x * mod + factor(industry) + factor(fyear), data = data)
cov_matrix <- vcovCL(fit1, cluster = data$gvkey)
cov_matrix2 = coeftest(fit1, vcov = cov_matrix)
sim_slopes(fit1, pred = x, modx = mod, jnplot = TRUE, cluster = "gvkey", data = merged_data)
# There was no error message, but the plotting result was the same as when not adding cluster = "gvkey". I guess it didn't take effect.
sim_slopes(fit1, pred = x, modx = mod, jnplot = TRUE, v.cov = sandwich::vcovCL(fit1, cluster = data$gvkey), v.cov.args = fit1)
# Error information: vcovargs[[which(sapply(vcovargs, function(x) length(x[[1]]) == : attempt to select less than one element in OneIndex
sim_slopes(fit1,
pred = x,
modx = mod,
jnplot = TRUE,
v.cov = sandwich::vcovCL(fit1, cluster = data$gvkey), # Specify the function for dynamically calculating the covariance
v.cov.args = fit1) # Specify the parameters for vcovCL
# Error information: vcovargs[[which(sapply(vcovargs, function(x) length(x[[1]]) == : attempt to select less than one element in OneIndex
```
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Research direction
Start by reproducing the reported calls to sim_slopes with fit1, cluster, v.cov, and v.cov.args using the clustered covariance examples in the issue. Compare the plotting result with and without cluster = "gvkey" and investigate the reported v.cov.args error. Done means the clustered robust calculation either works as documented or the limitation and correct usage are clearly established.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- analytics
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100