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clusterSEs: Calculate Cluster-Robust p-Values and Confidence Intervals

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
DOI: 10.32614/CRAN.package.clusterSEs
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

Documentation:

Reference manual: clusterSEs.pdf

Downloads:

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 dependencies:

Reverse imports: mmiCATs
Reverse suggests: crwbmetareg

Linking:

Please use the canonical form https://CRAN.R-project.org/package=clusterSEs to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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