multiwayvcov: Multi-way standard error clustering

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>
License: BSD_2_clause + file LICENSE
NeedsCompilation: no
CRAN checks: multiwayvcov results


Reference manual: multiwayvcov.pdf
Package source: multiwayvcov_1.2.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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