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Calculate p-values and confidence intervals using cluster-adjusted t-statistics (based on Ibragimov and Muller (2010) <doi:10.1198/jbes.2009.08046>, pairs cluster bootstrapped t-statistics, and wild cluster bootstrapped t-statistics (the latter two techniques based on Cameron, Gelbach, and Miller (2008) <doi:10.1162/rest.90.3.414>. Procedures are included for use with GLM, ivreg, plm (pooling or fixed effects), and mlogit models.
| Version: | 2.6.5 |
| Depends: | R (≥ 3.3.0), AER, Formula, plm, stats |
| Imports: | sandwich, lmtest, mlogit (≥ 1.1-0), utils, dfidx |
| Published: | 2021-04-05 |
| Author: | Justin Esarey [aut, cre] |
| Maintainer: | Justin Esarey <justin at justinesarey.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Citation: | clusterSEs citation info |
| In views: | Econometrics, Robust |
| CRAN checks: | clusterSEs results |
| Reference manual: | clusterSEs.pdf |
| Package source: | clusterSEs_2.6.5.tar.gz |
| Windows binaries: | r-devel: clusterSEs_2.6.5.zip, r-release: clusterSEs_2.6.5.zip, r-oldrel: clusterSEs_2.6.5.zip |
| macOS binaries: | r-release (arm64): clusterSEs_2.6.5.tgz, r-oldrel (arm64): clusterSEs_2.6.5.tgz, r-release (x86_64): clusterSEs_2.6.5.tgz, r-oldrel (x86_64): clusterSEs_2.6.5.tgz |
| Old sources: | clusterSEs archive |
| Reverse imports: | mmiCATs |
| Reverse suggests: | crwbmetareg |
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