dfadjust: Degrees of Freedom Adjustment for Robust Standard Errors

Computes small-sample degrees of freedom adjustment for heteroskedasticity robust standard errors, and for clustered standard errors in linear regression. See Imbens and Kolesár (2016) <doi:10.1162/REST_a_00552> for a discussion of these adjustments.

Package details

AuthorMichal Kolesár [aut, cre, cph] (<https://orcid.org/0000-0002-2482-7796>)
MaintainerMichal Kolesár <kolesarmi@googlemail.com>
LicenseMIT + file LICENSE
Version1.0.5
URL https://github.com/kolesarm/Robust-Small-Sample-Standard-Errors
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("dfadjust")

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dfadjust documentation built on Oct. 5, 2023, 5:06 p.m.