clusterSEs v2.6.2

0

Monthly downloads

0th

Percentile

Calculate Cluster-Robust p-Values and Confidence Intervals

Calculate p-values and confidence intervals using cluster-adjusted t-statistics (based on Ibragimov and Muller (2010) <DOI:10.1198/jbes.2009.08046>, pairs cluster bootstrapped t-statistics, and wild cluster bootstrapped t-statistics (the latter two techniques based on Cameron, Gelbach, and Miller (2008) <DOI:10.1162/rest.90.3.414>. Procedures are included for use with GLM, ivreg, plm (pooling or fixed effects), and mlogit models.

Functions in clusterSEs

Name Description
cluster.bs.plm Pairs Cluster Bootstrapped p-Values For PLM
cluster.wild.plm Wild Cluster Bootstrapped p-Values For PLM
cluster.wild.ivreg Wild Cluster Bootstrapped p-Values For For Regression With Instrumental Variables
cluster.bs.glm Pairs Cluster Bootstrapped p-Values For GLM
cluster.bs.ivreg Pairs Cluster Bootstrapped p-Values For Regression With Instrumental Variables
cluster.wild.glm Wild Cluster Bootstrapped p-Values For Linear Family GLM
cluster.im.mlogit Cluster-Adjusted Confidence Intervals And p-Values For mlogit
cluster.im.ivreg Cluster-Adjusted Confidence Intervals And p-Values For GLM
cluster.im.glm Cluster-Adjusted Confidence Intervals And p-Values For GLM
cluster.bs.mlogit Pairs Cluster Bootstrapped p-Values For mlogit
No Results!

Last month downloads

Details

License GPL (>= 2)
LazyData true
RoxygenNote 6.1.1
Encoding UTF-8
NeedsCompilation no
Packaged 2019-09-15 17:04:57 UTC; justi
Repository CRAN
Date/Publication 2019-09-15 17:50:05 UTC

Include our badge in your README

[![Rdoc](http://www.rdocumentation.org/badges/version/clusterSEs)](http://www.rdocumentation.org/packages/clusterSEs)