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

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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.

Author
Justin Esarey [aut, cre]
Date of publication
2016-07-17 13:37:39
Maintainer
Justin Esarey <justin@justinesarey.com>
License
GPL (>= 2)
Version
2.3.2

View on CRAN

Man pages

cluster.bs.glm
Pairs Cluster Bootstrapped p-Values For GLM
cluster.bs.ivreg
Pairs Cluster Bootstrapped p-Values For Regression With...
cluster.bs.mlogit
Pairs Cluster Bootstrapped p-Values For mlogit
cluster.bs.plm
Pairs Cluster Bootstrapped p-Values For PLM
cluster.im.glm
Cluster-Adjusted Confidence Intervals And p-Values For GLM
cluster.im.ivreg
Cluster-Adjusted Confidence Intervals And p-Values For GLM
cluster.im.mlogit
Cluster-Adjusted Confidence Intervals And p-Values For mlogit
cluster.wild.glm
Wild Cluster Bootstrapped p-Values For Linear Family GLM
cluster.wild.ivreg
Wild Cluster Bootstrapped p-Values For For Regression With...
cluster.wild.plm
Wild Cluster Bootstrapped p-Values For PLM

Files in this package

clusterSEs
clusterSEs/NAMESPACE
clusterSEs/R
clusterSEs/R/clusterwild.glm.R
clusterSEs/R/clusterwild.ivreg.R
clusterSEs/R/clusterwild.plm.R
clusterSEs/R/clusterBS.mlogit.R
clusterSEs/R/clusterBS.ivreg.R
clusterSEs/R/clusterBS.glm.R
clusterSEs/R/clusterIM.mlogit.R
clusterSEs/R/clusterIM.ivreg.R
clusterSEs/R/clusterBS.plm.R
clusterSEs/R/clusterIM.glm.R
clusterSEs/MD5
clusterSEs/DESCRIPTION
clusterSEs/man
clusterSEs/man/cluster.im.ivreg.Rd
clusterSEs/man/cluster.bs.ivreg.Rd
clusterSEs/man/cluster.bs.mlogit.Rd
clusterSEs/man/cluster.bs.plm.Rd
clusterSEs/man/cluster.wild.ivreg.Rd
clusterSEs/man/cluster.im.glm.Rd
clusterSEs/man/cluster.bs.glm.Rd
clusterSEs/man/cluster.wild.glm.Rd
clusterSEs/man/cluster.im.mlogit.Rd
clusterSEs/man/cluster.wild.plm.Rd