kolesarm/Robust-Small-Sample-Standard-Errors: Degrees of Freedom Adjustment for Robust Standard Errors
Computes small-sample degrees of freedom adjustment for heteroskedasticity robust standard errors, and for clustered standard errors in linear regression. See Imbens and Kolesár (2016) <doi:10.1162/REST_a_00552> for a discussion of these adjustments.
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Package details |
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| Maintainer | |
| License | MIT + file LICENSE |
| Version | 1.1.0.9000 |
| URL | https://github.com/kolesarm/Robust-Small-Sample-Standard-Errors |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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