multiwayvcov: Multi-Way Standard Error Clustering
Version 1.2.3

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
URL http://sites.google.com/site/npgraham1/research/code
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("multiwayvcov")

Popular man pages

cluster.boot: Bootstrapped multi-way standard error clustering
cluster.vcov: Multi-way standard error clustering
petersen: Simulation of clustering with firm and time effects.
See all...

All man pages Function index File listing

Man pages

cluster.boot: Bootstrapped multi-way standard error clustering
cluster.vcov: Multi-way standard error clustering
petersen: Simulation of clustering with firm and time effects.

Functions

Files

NAMESPACE
NEWS
data
data/petersen.rda
R
R/petersen.r
R/cluster_boot.r
R/cluster_vcov.r
MD5
build
build/partial.rdb
DESCRIPTION
man
man/cluster.boot.Rd
man/cluster.vcov.Rd
man/petersen.Rd
LICENSE
multiwayvcov documentation built on May 20, 2017, 2:24 a.m.

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