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.

Getting started

Package details

AuthorNathaniel Graham and Mahmood Arai and Björn Hagströmer
Date of publication2016-05-05 16:01:22
MaintainerNathaniel Graham <[email protected]>
LicenseBSD_2_clause + file LICENSE
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the multiwayvcov package in your browser

Any scripts or data that you put into this service are public.

multiwayvcov documentation built on May 30, 2017, 4:47 a.m.