multiwayvcov (version 1.2.3)
Multi-Way Standard Error Clustering
Description
Exports two functions implementing
multi-way clustering using the method suggested by Cameron, Gelbach, &
Miller (2011) and cluster (or block)
bootstrapping for estimating variance-covariance matrices. Normal one and
two-way clustering matches the results of other common statistical
packages. Missing values are handled transparently and rudimentary
parallelization support is provided.