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: | 2.4 |
Depends: | R (≥ 3.3.3), AER, Formula, plm, stats |
Imports: | sandwich, lmtest, mlogit, utils |
Published: | 2017-05-20 |
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 |
CRAN checks: | clusterSEs results |
Reference manual: | clusterSEs.pdf |
Package source: | clusterSEs_2.4.tar.gz |
Windows binaries: | r-devel: clusterSEs_2.4.zip, r-release: clusterSEs_2.4.zip, r-oldrel: clusterSEs_2.4.zip |
OS X El Capitan binaries: | r-release: clusterSEs_2.4.tgz |
OS X Mavericks binaries: | r-oldrel: clusterSEs_2.3.3.tgz |
Old sources: | clusterSEs archive |
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