帮助!我不知道为什么这两个不相等.更改为hc0 nad hc1也无济于事.示例如下:
pacman::pload(sandwich, AER, tidyverse)
set.seed(505)
test_d <- tibble(x=rnorm(500),
cluster=sample(seq(1,100),size=500,replace=T),
y=-cluster/10+.2*x+rnorm(500)) %>%
mutate(y=ifelse(y<0,0,y))
m <- AER::tobit(y~x,
data = test_d,
cluster=cluster)
summary(m)
cf_test <- coeftest(m,vcov. = vcovCL(m,
cluster = ~cluster))
tribble(~"method",~"se_intercept",~"se_x",~"se_log(scale)",
"AER::tobit",summary(m)$coefficient[1,2],summary(m)$coefficient[2,2],summary(m)$coefficient[3,2],
"vcovCL",cf_test[1,2], cf_test[2,2],cf_test[3,2]
)