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cluster-robust

Cluster-robust standard errors in regression

ProgrammingCluster-Robust SEs by id_cluster in marginaleffects After MatchIt

Learn to compute cluster-robust standard errors clustered by id_cluster in marginaleffects::avg_comparisons() after MatchIt full matching. Use clubSandwich vcovCRCR for multi-way clustering on subclass and id_cluster with weighted Poisson GLM risk ratios.

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