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 (the latter two techniques based on Cameron,
Gelbach, and Miller 2008, Review of Economics and Statistics 90(3)). Procedures
are included for use with GLM, ivreg, plm (pooling or fixed effects), and mlogit
models.