Calculate Cluster-Robust p-Values and Confidence Intervals
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.