This package exports two functions cluster.vcov, which implements multi-way clustering using the method suggested by Cameron, Gelbach, & Miller (2011) and cluster.boot, which implements 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: | 1.2.0 |
| Depends: | R (≥ 3.0.0) |
| Imports: | sandwich, boot |
| Suggests: | parallel, lmtest |
| Published: | 2014-09-06 |
| Author: | Nathaniel Graham and Mahmood Arai and Bj<c3><b6>rn Hagstr<c3><b6>mer |
| Maintainer: | Nathaniel Graham <npgraham1 at gmail.com> |
| License: | BSD_2_clause + file LICENSE |
| URL: | http://sites.google.com/site/npgraham1/code |
| NeedsCompilation: | no |
| CRAN checks: | multiwayvcov results |
| Reference manual: | multiwayvcov.pdf |
| Package source: | multiwayvcov_1.2.0.tar.gz |
| Windows binaries: | r-devel: multiwayvcov_1.2.0.zip, r-release: multiwayvcov_1.2.0.zip, r-oldrel: multiwayvcov_1.2.0.zip |
| OS X Snow Leopard binaries: | r-release: multiwayvcov_1.2.0.tgz, r-oldrel: multiwayvcov_1.2.0.tgz |
| OS X Mavericks binaries: | r-release: multiwayvcov_1.2.0.tgz |
| Old sources: | multiwayvcov archive |