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clusterSEs (version 2.6.2)

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) , pairs cluster bootstrapped t-statistics, and wild cluster bootstrapped t-statistics (the latter two techniques based on Cameron, Gelbach, and Miller (2008) . Procedures are included for use with GLM, ivreg, plm (pooling or fixed effects), and mlogit models.

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Version

Install

install.packages('clusterSEs')

Monthly Downloads

554

Version

2.6.2

License

GPL (>= 2)

Maintainer

Justin Esarey

Last Published

September 15th, 2019

Functions in clusterSEs (2.6.2)

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