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)).