jacob-long / jacob-long/jtools
About sim_slopes function to conduct clustered robust
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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 at the sim_slopes entry point and trace how cluster, v.cov, and v.cov.args are parsed. Reproduce the supplied lm and sandwich::vcovCL examples, then verify that clustered covariance changes the plotted results and that the v.cov.args form no longer errors.
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
- Needs clarification
- Newbie friendliness
- 30/100