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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 |
| Reference manual: | multiwayvcov.pdf |
| 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 imports: | ExPanDaR, gravity |
| Reverse suggests: | sandwich |
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