Calculate Various Forms of Cluster-Robust Standard Error
Description
Calculates confidence intervals and p-values using cluster-adjusted standard errors (based on Ibragimov and Muller 2010, Journal of Business and Economic Statistics 28(4)), the pairs cluster bootstrapped t-statistic, and the wild cluster bootstrapped t-statistic for the GLM and mlogit models (the latter two techniques based on Cameron, Gelbach, and Miller 2008, Review of Economics and Statistics 90(3)).