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) <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.

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Description file content

Package
clusterSEs
Title
Calculate Cluster-Robust p-Values and Confidence Intervals
Version
2.6.1
Description
Calculate p-values and confidence intervals using cluster-adjusted t-statistics (based on Ibragimov and Muller (2010) , pairs cluster bootstrapped t-statistics, and wild cluster bootstrapped t-statistics (the latter two techniques based on Cameron, Gelbach, and Miller (2008) . Procedures are included for use with GLM, ivreg, plm (pooling or fixed effects), and mlogit models.
Depends
R (>= 3.3.0), AER, Formula, plm, stats
Imports
sandwich, lmtest, mlogit, utils
License
GPL (>= 2)
LazyData
true
RoxygenNote
6.1.1
Encoding
UTF-8
NeedsCompilation
no
Packaged
2019-06-09 14:28:17 UTC; justi
Author
Justin Esarey [aut, cre]
Maintainer
Justin Esarey
Repository
CRAN
Date/Publication
2019-06-09 16:00:11 UTC

install.packages('clusterSEs')

2.6.1

2 months ago

Justin Esarey

GPL (>= 2)

Depends on

R (>= 3.3.0), AER, Formula, plm, stats

Imports

sandwich, lmtest, mlogit, utils

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