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.html , 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:

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