- [[cluster-robust standard errors|clustered standard errors]] # standard errors ```r # using sandwich library hc3 <- sandwich::vcovHC(x, type = "HC3") feols(y ~ x, data, vcov = hc3) # alternative specification model <- feols(y ~ x, data, vcov = function(x) sandwich::vcovHC(x, type = "HC3")) summary(model, vcov = hc3) # for greater than 1-way clustering, do this to ensure results match other libraries feols(..., cluster = ~cluster1 + cluster2, ssc = ssc(cluster.df = "conv")) ``` - [Fast Fixed-Effects Estimation: Short Introduction • fixest](https://lrberge.github.io/fixest/articles/fixest_walkthrough.html#other-types-of-vcovs) - [A better way to adjust your standard errors - Grant R. McDermott](https://grantmcdermott.com/better-way-adjust-SEs/)