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multiwayvcov: Multi-Way Standard Error Clustering
Exports two functions implementing multi-way clustering using the method suggested by Cameron, Gelbach, & Miller (2011) and cluster (or block) bootstrapping for estimating variance-covariance matrices. Normal one and two-way clustering matches the results of other common statistical packages. Missing values are handled transparently and rudimentary parallelization support is provided.
Getting started
Browse package contents
Package details |
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| Author | Nathaniel Graham and Mahmood Arai and Björn Hagströmer |
| Maintainer | Nathaniel Graham <npgraham1@gmail.com> |
| License | BSD_2_clause + file LICENSE |
| Version | 1.2.3 |
| URL | http://sites.google.com/site/npgraham1/research/code |
| Package repository | View on CRAN |
| Installation |
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