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.html , 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:	CMatching, ExPanDaR, gravity
Reverse suggests:	sandwich

Linking:

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