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.

Getting started

Package details

AuthorJustin Esarey [aut, cre]
MaintainerJustin Esarey <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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clusterSEs documentation built on April 6, 2021, 1:06 a.m.