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.

AuthorJustin Esarey [aut, cre]
Date of publication2017-03-05 17:26:16
MaintainerJustin Esarey <justin@justinesarey.com>
LicenseGPL (>= 2)
Version2.3.3

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