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multiwayvcov: Multi-Way Standard Error Clustering

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.

Version: 1.2.3
Depends: R (≥ 3.0.0)
Imports: sandwich, boot, compiler, parallel, stats, utils
Suggests: lmtest
Published: 2016-05-05
DOI: 10.32614/CRAN.package.multiwayvcov
Author: Nathaniel Graham and Mahmood Arai and Björn Hagströmer
Maintainer: Nathaniel Graham <npgraham1 at gmail.com>
License: BSD_2_clause + file LICENSE
URL: http://sites.google.com/site/npgraham1/research/code
NeedsCompilation: no
Materials: NEWS
In views: Econometrics
CRAN checks: multiwayvcov results

Documentation:

Reference manual: multiwayvcov.pdf

Downloads:

Package source: multiwayvcov_1.2.3.tar.gz
Windows binaries: r-devel: multiwayvcov_1.2.3.zip, r-release: multiwayvcov_1.2.3.zip, r-oldrel: multiwayvcov_1.2.3.zip
macOS binaries: r-release (arm64): multiwayvcov_1.2.3.tgz, r-oldrel (arm64): multiwayvcov_1.2.3.tgz, r-release (x86_64): multiwayvcov_1.2.3.tgz, r-oldrel (x86_64): multiwayvcov_1.2.3.tgz
Old sources: multiwayvcov archive

Reverse dependencies:

Reverse imports: ExPanDaR, gravity
Reverse suggests: sandwich

Linking:

Please use the canonical form https://CRAN.R-project.org/package=multiwayvcov 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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