CRAN/E | multiwayvcov

multiwayvcov

Multi-Way Standard Error Clustering

Installation

About

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.

sites.google.com/site/npgraham1/research/code

Key Metrics

Version 1.2.3
R ≥ 3.0.0
Published 2016-05-05 2917 days ago
Needs compilation? no
License BSD_2_clause
License File
CRAN checks multiwayvcov results

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Maintainer

Maintainer

Nathaniel Graham

npgraham1@gmail.com

Authors

Nathaniel Graham
Mahmood Arai
Björn Hagströmer

Material

NEWS
Reference manual
Package source

In Views

Econometrics

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

multiwayvcov archive

Depends

R ≥ 3.0.0

Imports

sandwich
boot
compiler
parallel
stats
utils

Suggests

lmtest

Reverse Imports

ExPanDaR
gravity

Reverse Suggests

sandwich