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.

Documentation

Manual: clusterSEs.pdf
Vignette: None available.

Maintainer: Justin Esarey <justin at justinesarey.com>

Author(s): Justin Esarey*

Install package and any missing dependencies by running this line in your R console:

install.packages("clusterSEs")

Depends R (>= 3.3.3), AER, Formula, plm, stats
Imports sandwich, lmtest, mlogit, utils
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Package clusterSEs
Materials
URL
Task Views Econometrics
Version 2.4
Published 2017-05-20
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks clusterSEs check results
Package source clusterSEs_2.4.tar.gz