clusterSEs: Calculate Cluster-Robust p-Values and Confidence Intervals
Version 2.4

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 publication2017-05-20 07:14:20 UTC
MaintainerJustin Esarey <justin@justinesarey.com>
LicenseGPL (>= 2)
Version2.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("clusterSEs")

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clusterSEs documentation built on May 29, 2017, 6:38 p.m.