clusterSEs: Calculate Cluster-Robust p-Values and Confidence Intervals
Calculate p-values and confidence intervals using cluster-adjusted
t-statistics (based on Ibragimov and Muller (2010) <doi:10.1198/jbes.2009.08046>, pairs cluster bootstrapped t-statistics, and wild cluster bootstrapped t-statistics (the latter two techniques based on Cameron, Gelbach, and Miller (2008) <doi:10.1162/rest.90.3.414>. Procedures are included for use with GLM, ivreg, plm (pooling or fixed effects), and mlogit models.
Version: |
2.6.5 |
Depends: |
R (≥ 3.3.0), AER, Formula, plm, stats |
Imports: |
sandwich, lmtest, mlogit (≥ 1.1-0), utils, dfidx |
Published: |
2021-04-05 |
DOI: |
10.32614/CRAN.package.clusterSEs |
Author: |
Justin Esarey [aut, cre] |
Maintainer: |
Justin Esarey <justin at justinesarey.com> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
no |
Citation: |
clusterSEs citation info |
In views: |
Econometrics, Robust |
CRAN checks: |
clusterSEs results |
Documentation:
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