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clusterSEs (version 1.2)

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

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Install

install.packages('clusterSEs')

Monthly Downloads

724

Version

1.2

License

GPL (>= 2)

Maintainer

Last Published

March 11th, 2015

Functions in clusterSEs (1.2)