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, Journal of Business and Economic Statistics 28(4)), pairs cluster bootstrapped t-statistics, and wild cluster bootstrapped t-statistics (the latter two techniques based on Cameron, Gelbach, and Miller 2008, Review of Economics and Statistics 90(3)). Procedures are included for use with GLM, ivreg, plm (fixed effects), and mlogit models.

Version: 2.1
Depends: R (≥ 3.2.1), AER, Formula, plm, stats
Imports: sandwich, lmtest, mlogit, utils
Published: 2015-08-05
Author: Justin Esarey [aut, cre]
Maintainer: Justin Esarey <justin at justinesarey.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: clusterSEs results

Downloads:

Reference manual: clusterSEs.pdf
Package source: clusterSEs_2.1.tar.gz
Windows binaries: r-devel: clusterSEs_2.1.zip, r-release: clusterSEs_2.1.zip, r-oldrel: clusterSEs_1.2.zip
OS X Snow Leopard binaries: r-release: clusterSEs_2.1.tgz, r-oldrel: clusterSEs_1.2.tgz
OS X Mavericks binaries: r-release: clusterSEs_1.2.tgz
Old sources: clusterSEs archive