clusterSEs: Calculate Cluster-Robust p-Values and Confidence Intervals
Version 2.5

Calculate p-values and confidence intervals using cluster-adjusted t-statistics (based on Ibragimov and Muller (2010) , pairs cluster bootstrapped t-statistics, and wild cluster bootstrapped t-statistics (the latter two techniques based on Cameron, Gelbach, and Miller (2008) . Procedures are included for use with GLM, ivreg, plm (pooling or fixed effects), and mlogit models.

Getting started

Package details

AuthorJustin Esarey [aut, cre]
Date of publication2018-06-01 21:34:47 UTC
MaintainerJustin Esarey <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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clusterSEs documentation built on June 2, 2018, 1:04 a.m.