英语翻译I cluster standard errors in the probit regressions by &
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英语翻译
I cluster standard errors in the probit regressions by firm,broker,and month in order to address biases due to cross-sectional and time series dependence,after having determined empirically that those clusters affect standard errors the most significantly.
I cluster standard errors in the probit regressions by firm,broker,and month in order to address biases due to cross-sectional and time series dependence,after having determined empirically that those clusters affect standard errors the most significantly.
在由经验确定那些集中对标准偏差的影响最显著后,我按照公司、经纪人,并按照月份在几率回归中将标准误差进行集中,以便处理由横向依赖性和时间序列依赖性造成的偏差.
cluster the standard error是什么意思?
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