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.

AuthorNathaniel Graham and Mahmood Arai and Björn Hagströmer
Date of publication2016-05-05 16:01:22
MaintainerNathaniel Graham <npgraham1@gmail.com>
LicenseBSD_2_clause + file LICENSE
Version1.2.3
http://sites.google.com/site/npgraham1/research/code

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Files in this package

multiwayvcov
multiwayvcov/NAMESPACE
multiwayvcov/NEWS
multiwayvcov/data
multiwayvcov/data/petersen.rda
multiwayvcov/R
multiwayvcov/R/petersen.r
multiwayvcov/R/cluster_boot.r
multiwayvcov/R/cluster_vcov.r
multiwayvcov/MD5
multiwayvcov/build
multiwayvcov/build/partial.rdb
multiwayvcov/DESCRIPTION
multiwayvcov/man
multiwayvcov/man/cluster.boot.Rd multiwayvcov/man/cluster.vcov.Rd multiwayvcov/man/petersen.Rd
multiwayvcov/LICENSE

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