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.

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version1.0.1.9000
URL https://github.com/kolesarm/Robust-Small-Sample-Standard-Errors
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("kolesarm/Robust-Small-Sample-Standard-Errors")
kolesarm/Robust-Small-Sample-Standard-Errors documentation built on Dec. 18, 2019, 4:46 a.m.