[https://1drv.ms/u/s!ArUNQ8J4vgGqhe8IAVP0ulapoEv4uQ?e=wRMEWN][1]
m1_1 <- lm(ROA ~ fam_ownership + lag_investment + dual_class + age + crisis
, na.action=na.exclude,
data)
m1_2 <- lm(ROA ~ fam_ownership + fam_ownership_squared + lag_investment + dual_class + age+crisis,
na.action=na.exclude,
data)
m1_3 <- lm(ROA ~ fam_ownership + fam_ownership_squared + lag_investment + dual_class + age +crisis
+ as.factor(industry) + +as.factor(year), na.action=na.exclude,
data)
m1_4 <- lm(ROA ~ fam_ownership + famfirm50 + lag_investment + dual_class + age+crisis
+ as.factor(industry)+as.factor(year), na.action=na.exclude,
data)
stargazer(m1_1,m1_2,m1_3,m1_4, type="html", dep.var.labels=c("ROA"), intercept.bottom = FALSE,
out="OLS1")
I have provided my data frame as well as my R code above.
I am trying to cluster standard errors on firm level.
firm id = gvkey
I have tried the miceadds package
but I was not capable of executing it properly.
In the end I want to create an linear regression output including clusterd standard errors on firm level.
Thank you so much!!!