clusterSEs

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.