## ----include=FALSE, cache=FALSE----------------------------------------------- library("knitr") knitr::opts_knit$set(self.contained = FALSE) knitr::opts_chunk$set(tidy = TRUE, collapse=TRUE, comment = "#>", tidy.opts=list(blank=FALSE, width.cutoff=55)) oldoptions <- options(digits=3) ## ----setup-------------------------------------------------------------------- library(dfadjust) ## ----------------------------------------------------------------------------- set.seed(7) d1 <- data.frame(y=rnorm(1000), x1=c(rep(1, 3), rep(0, 997)), x2=c(rep(1, 150), rep(0, 850)), x3=rnorm(1000), cl=as.factor(c(rep(1:10, each=50), rep(11, 500)))) ## ----------------------------------------------------------------------------- r1 <- lm(y~x1, data=d1) ## No clustering dfadjustSE(r1) ## ----------------------------------------------------------------------------- r1 <- lm(y~x2, data=d1) # Default Imbens-Kolesár method dfadjustSE(r1, clustervar=d1$cl) # Bell-McCaffrey method dfadjustSE(r1, clustervar=d1$cl, IK=FALSE) ## ----------------------------------------------------------------------------- r1 <- lm(y~x3+cl, data=d1) dfadjustSE(r1, clustervar=d1$cl, ell=2) dfadjustSE(r1, clustervar=d1$cl, ell=2, IK=FALSE) ## ----------------------------------------------------------------------------- d2 <- do.call("rbind", replicate(500, d1, simplify = FALSE)) d2$y <- rnorm(length(d2$y)) r2 <- lm(y~x2, data=d2) summary(r2) # Default Imbens-Kolesár method dfadjustSE(r2, clustervar=d2$cl) # Bell-McCaffrey method dfadjustSE(r2, clustervar=d2$cl, IK=FALSE) ## ----cleanup, include=FALSE--------------------------------------------------- options(oldoptions)