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

Package details

AuthorNathaniel Graham and Mahmood Arai and Björn Hagströmer
MaintainerNathaniel Graham <>
LicenseBSD_2_clause + file LICENSE
Package repositoryView on CRAN
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multiwayvcov documentation built on May 2, 2019, 1:44 p.m.